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Monotonic Change Point Estimation in the Parameters of Polynomial Profile Model | ||
| Advances in Industrial Engineering | ||
| مقاله 3، دوره 50، شماره 3، اسفند 2016، صفحه 371-379 اصل مقاله (699.47 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22059/jieng.2016.63155 | ||
| نویسندگان | ||
| Mona Ayoubi؛ Reza Baradaran Kazemzadeh* | ||
| Faculty of Industrial Engineering, Tarbiat Modares University, Tehran, Iran | ||
| چکیده | ||
| In this paper, a maximum likelihood estimator is developed to estimate isotonic change point in the parameters of a polynomial profile in phase II. In addition, performance of the proposed estimator is compared to the performance of the step change point estimator, under increasing change types using simulation study. Accuracy and the precision of the estimators are considered as the performance measures in this paper. Simulation results show that the proposed estimator has an acceptable performance in terms of the accuracy and precision of the estimations. The proposed estimator also does not require any awareness about the change type, and its only assumption is that changes occur in an increasing manner. This is the advantage of the proposed estimator over the step change point estimator. | ||
| کلیدواژه‌ها | ||
| Change point estimation؛ Isotonic change؛ Maximum likelihood estimator (MLE)؛ Polynomial profile؛ Statistical Process Control | ||
| عنوان مقاله [English] | ||
| تخمین نقطۀ تغییر یکنوای افزایشی در پارامترهای مدل پروفایل چندجمله‌ای | ||
| نویسندگان [English] | ||
| مونا ایوبی؛ رضا برادران کاظم زاده | ||
| استادیار گروه مهندسی صنایع، دانشکدة فنی و مهندسی، دانشگاه آزاد اسلامی، واحد تهران غرب | ||
| چکیده [English] | ||
| در این پژوهش، رویکرد حداکثر درستنمایی به‌منظور تخمین نقطة تغییر یکنوای افزایشی در پارامترهای یک پروفایل چندجمله‌ای در فاز 2 توسعه داده می‌شود. همچنین، با استفاده از شبیه‌سازی، عملکرد تخمین‌زنندة پیشنهادی با عملکرد تخمین‌زنندة نقطة تغییر پله‌ای به‌ازای تغییرات افزایشی مقایسه می‌شود. دو معیار صحت و دقت تخمین‌زننده‌ها به‌عنوان معیارهای ارزیابی عملکرد در این پژوهش مدنظر قرار می‌گیرند. نتایج شبیه‌سازی‌ها نشان می‌دهند تخمین‌زنندة پیشنهادی به‌ازای تغییرات افزایشی عملکرد مناسبی از نظر صحت و دقت تخمین‌ها دارد. همچنین، تخمین‌زنندة پیشنهادی نسبت به تخمین‌زنندة نقطة تغییر پله‌ای این مزیت را دارد که بدون نیاز به آگاهی درمورد نوع تغییر قابل‌استفاده است و تنها فرض موجود، افزایشی‌‌بودن جهت تغییرات است. | ||
| کلیدواژه‌ها [English] | ||
| پروفایل چندجمله‌ای, تخمین‌زنندة حداکثر درستنمایی, تخمین نقطة تغییر, تغییر یکنوای افزایشی, کنترل فرایند آماری | ||
| مراجع | ||
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