Modellbasierte virtuelle Sensoren (VS) ermöglichen die Messung von qualitätsbestimmenden Prozessparametern (bzw. Hilfsregelgrößen) dort, wo eine direkte Messung zu teuer oder gar nicht möglich ist. Für die adaptiven VS, die ihr internes Prozessmodell nach Data-Driven-Methode bilden (z. B. durch die Benutzung künstlicher neuronaler Netze (KNN)), besteht das Problem der Abschätzung der Prädiktionsstabilität. Aktuelle Lösungsansätze lösen dieses Problem nur für wenige KNN-Typen und erfordern enormen Entwurfs- und Rechenaufwand. In dieser Arbeit wird eine alternative Methode vorgestellt, welche für eine breite Klasse von KNN gilt und keinen hohen Entwurfs- und Rechenaufwand erfordert. Die neue Methode wurde anhand realer Anwendungsbeispiele getestet und hat sehr gute Ergebnisse geliefert. Für die nicht adaptiven virtuellen Sensoren wurde eine aufwandsreduzierte Adaption nach Smith-Schema vorgeschlagen. Dieses Verfahren ermöglicht die Regelung totzeitbehafteter und zeitvarianter Prozesse mit VS in einem geschlossenen Regelkreis. Im Vergleich zu anderen Regelungsstrategien konnte damit vergleichbare Regelungsqualität bei einem deutlich geringeren Entwurfsaufwand erzielt werden. / Model-based virtual sensors allow the measurement of parameters critical for process quality where a direct measurement is too expensive or not at all possible. For the adaptive virtual sensors built after data-driven method (e.g., by use of an ANN model) there is a problem of the prediction stability. Current solutions attempt to solve this problem only for a few ANN types and require a very high development effort. In this dissertation a new method for the solution of this problem is suggested, which is valid for a wide class of the ANNs and requires no high development effort. The new method was tested on real application examples and has delivered very good results. For the non-adaptive virtual sensors a simple adaptation mechanism was suggested. This technique allows the control of dead-time and time-variant processes in closed loop. Besides, in comparison to other control strategies the comparable results were achieved with smaller development effort.

Double sampling procedure is adapted from a statistical branch called acceptance sampling. The first Shewhart-type double sampling monitoring scheme was introduced in the statistical process monitoring (SPM) field in 1974. The double sampling monitoring scheme has been proven to effectively decrease the sampling effort and, at the same time, to decrease the time to detect potential out-of-control situations when monitoring the location, variability, joint location and variability using univariate or multivariate techniques. Consequently, an overview is conducted to give a full account of all 76 publications on double sampling monitoring schemes that exist in the SPM literature. Moreover, in the review conducted here, these are categorized and summarized so that any research gaps in the SPM literature can easily be identified. Next, based on the knowledge gained from the literature review about the existing designs for monitoring the process mean, a new type of double sampling design is proposed. The new charting region design lead to a class of a control charts called a side-sensitive double sampling (SSDS) monitoring schemes. In this study, the SSDS scheme is implemented to monitor the process mean when the underlying process parameters are known as well as when they are unknown. A variety of run-length properties (i.e., the 5th, 25th, 50th, 75th, 95th percentiles, the average run-length (𝐴𝑅𝐿), standard deviation of the run-length (𝑆𝐷𝑅𝐿), the average sample size (𝐴𝑆𝑆) and the average extra quadratic loss (𝐴𝐸𝑄𝐿) metrics) are used to design and implement the new SSDS scheme. Comparisons with other established monitoring schemes (when parameters are known and unknown) indicate that the proposed SSDS scheme has a better overall performance. Illustrative examples are also given to facilitate the real-life implementation of the proposed SSDS schemes. Finally, a list of possible future research ideas is given with hope that this will stimulate more future research on simple as well as complex double sampling schemes (especially using the newly proposed SSDS design) for monitoring a variety of quality characteristics in the future. / Statistics / M. Sc. (Statistics)

Statistical process control (SPC) applies the science of statistics to various process control in order to provide higher-quality products and better services. The K chart is one among the many important tools that SPC offers. Creation of the K chart is based on Support Vector Data Description (SVDD), a popular data classifier method inspired by Support Vector Machine (SVM). As any methods associated with SVM, SVDD benefits from a wide variety of choices of kernel, which determines the effectiveness of the whole model. Among the most popular choices is the Euclidean distance-based Gaussian kernel, which enables SVDD to obtain a flexible data description, thus enhances its overall predictive capability. This thesis explores an even more robust approach by incorporating the Mahalanobis distance-based kernel (hereinafter referred to as Mahalanobis kernel) to SVDD and compare it with SVDD using the traditional Gaussian kernel. Method's sensitivity is benchmarked by Average Run Lengths obtained from multiple Monte Carlo simulations. Data of such simulations are generated from multivariate normal, multivariate Student's (t), and multivariate gamma populations using R, a popular software environment for statistical computing. One case study is also discussed using a real data set received from Halberg Chronobiology Center. Compared to Gaussian kernel, Mahalanobis kernel makes SVDD and thus the K chart significantly more sensitive to shifts in mean vector, and also in covariance matrix.

In-line rheological and process measurements are studied, during the primary injection phase, as a potential aid to closed loop process control for injection moulding. The feasibilities of attaining rheological and process measurements of sufficient accuracy and precision for use in process control are investigated. The influence of rheological and process measurements on product quality are investigated for semi-crystalline thermoplastic materials. A computer based process and machine parameter monitoring system is utilised to provide accurate and precise process data for analysis

Diese Dissertation konzentriert sich auf das hochdimensionale Financial Engineering, insbesondere in der Dependenzmodellierung und der sequentiellen Überwachung. Im Bereich der Dependenzmodellierung wird eine Einführung hochdimensionaler Kopula vorgestellt, die sich auf den Stand der Forschung in Kopula konzentriert. Eine komplexere Anwendung im Financial Engineering, bei der eine hochdimensionale Kopula verwendet wird, konzentriert sich auf die Bepreisung von Portfolio-ähnlichen Kreditderivaten, d. h. CDX-Tranchen (Credit Default Swap Index). In diesem Teil wird die konvexe Kombination von Kopulas in der CDX-Tranche mit Komponenten aus der elliptischen Kopula-Familie (Gaussian und Student-t), archimedischer Kopula-Familie (Frank, Gumbel, Clayton und Joe) und hierarchischer archimedischer Kopula-Familie vorgeschlagen. Im Abschnitt über finanzielle Überwachung konzentriert sich das Kapitel auf die Überwachung von hochdimensionalen Portfolios (in den Dimensionen 5, 29 und 90) durch die Entwicklung eines nichtparametrischen multivariaten statistischen Prozesssteuerungsdiagramms, d.h. eines Energietest-basierten Kontrolldiagramms (ETCC). Um die weitere Forschung und Praxis der nichtparametrischen multivariaten statistischen Prozesskontrolle zu unterstützen, die in dieser Dissertation entwickelt wurde, wird ein R-Paket "EnergyOnlineCPM" entwickelt. Dieses Paket wurde im Moment akzeptiert und veröffentlicht im Comprehensive R Archive Network (CRAN), welches das erste Paket ist, das die Verschiebung von Mittelwert und Kovarianz online überwachen kann. / This dissertation focuses on the high dimensional financial engineering, especially in dependence modeling and sequential surveillance. In aspect of dependence modeling, an introduction of high dimensional copula concentrating on state-of-the-art research in copula is presented. A more complex application in financial engineering using high dimensional copula is concentrated on the pricing of the portfolio-like credit derivative, i.e. credit default swap index (CDX) tranches. In this part, the convex combination of copulas is proposed in CDX tranche pricing with components stemming from elliptical copula family (Gaussian and Student-t), Archimedean copula family (Frank, Gumbel, Clayton and Joe) and hierarchical Archimedean copula family used in some publications. In financial surveillance part, the chapter focuses on the monitoring of high dimensional portfolios (in 5, 29 and 90 dimensions) by development of a nonparametric multivariate statistical process control chart, i.e. energy test based control chart (ETCC). In order to support the further research and practice of nonparametric multivariate statistical process control chart devised in this dissertation, an R package "EnergyOnlineCPM" is developed. At moment, this package has been accepted and published in the Comprehensive R Archive Network (CRAN), which is the first package that can online monitor the shift in mean and covariance jointly.

近幾年來，有一些研究提出了只用單一一個管制圖即可同時偵測平均數和變異數。根據此目的，我們提出了加權平均損失管制圖，此管制圖是利用加權平均損失所建立的，在一個製成的目標值和平均數不一定相等時，它可同時監控一個製成的平均數和變異數。此加權平均損失統計量是應用一個加權因子，去調整製程平均和目標值的平方差和變異數的損失比重，所以此管制圖的效能比未經由加權因子調整過的管制圖還好。我們不只建立了固定管制參數(FP)加權平均損失管制圖，也建立了適應性加權平均損失管制圖，包括變動抽樣間隔(VSI)、變動樣本數與抽樣間隔(VSI)、變動管制參數(VP)；我們利用平均連串長度(ARL)來衡量固定管制參數管制圖的偵測績效，利用馬可夫鏈的方法計算偵測出異常訊息所需的平均時間(ATS)來衡量適應性管制圖的績效，並且做比較，我們發現適應性管制圖比固定管制參數管制圖的效能還要好。我們也利用最佳化技術建立最加適應性管制圖，當製成失控時，此最佳化管制圖能使ATS1最小。此外，當平均數和變異數的偏移幅度很小時，我們利用指數加權移動平均法(EWMA)建立EWMA加權平均損失管制圖，使其有較好的偵測力。這些我們所提出的管制圖，是只根據單一一個統計量所建立的，和X bar-S管制圖相比，有較好的效能，且和使用兩個管制圖同時偵測平均數和變異數相比，比較輕易理解且容易執行。 / In recent years, a few researchers had proposed different types of single charts that jointly monitor the process mean and the variation. In this project, we use the weighted average loss (WL) to construct WL control charts for monitoring the process mean and variance simultaneously while the target value may be different from the in-control mean. This statistic WL applied a weighted factor to adjust the weights of the loss due to the square of the deviation of the process mean from the target and the variance change. So the WL charts are more effective than unadjusted loss function charts. We not only construct the fixed parameters (FP) WL chart but also the adaptive WL charts which included variable sampling interval (VSI) WL chart, variable sample size and sampling interval (VSSI) WL chart and variable parameters (VP) WL chart. We calculate the average run length (ARL) for FP WL chart and using Markov chain approach to calculate the average time to signal (ATS) for adaptive WL charts to measure the performance and compare each other. From the comparison, we find the adaptive WL charts are more effective than the FP WL chart. We also proposed the optimal adaptive WL charts using an optimization technique to minimize ATS1 (ARL1) when the process was out-of-control. In addition, in order to detect the small shifts of the process mean and variance effectively, we construct the WL charts using the EWMA scheme. The proposed charts are based on only one statistic and are more effective than the X bar-S chart. And the WL charts are easy to understand and apply than using two charts for detecting the mean and variance shifts simultaneously.

傳統的二項累積和(CUSUM)管制圖是監測不合格率變化的有效工具。在本文中，我們考慮了俱有機率管制界線的二項CUSUM管制圖的設計，旨在控制每一期的條件誤報率達到所需的值。與固定的管制界線相比，機率管制界線將會是動態的，且更一般化、更能適應各種複雜的實際情況。在本文中，我們著重在機率管制界線的決定。藉由積分方程式法的發展，以促成動態二項加權CUSUM管制圖的設計與分析。俱有機率管制界線或固定管制界線的二項加權CUSUM管制圖與是否俱有快速起始反應特性的管制圖皆進行了比較。此外，在高良率的情境下，我們互相比較俱有機率管制界線與固定管制界線的二項加權CUSUM管制圖在製程失控時的偵測力表現。舉了一個例子來說明該如何應用所提出的管制圖。比較的結果顯示，動態界線的管制圖優於固定管制界線的管制圖，且在高良率的情況下，若樣本數越大，對動態管制界線的管制圖越有利。 / The conventional binomial CUSUM chart is an efficient tool for monitoring changes in fraction nonconforming. In this paper, we consider the design of Binomial CUSUM charts with probability control limits aimed at controlling the condi- tional false alarm rate at the desired value at each time step. The resulting control limits would be dynamic, which are more general and capable of accommodating more complex situations in practice as compared to the use of a constant control limit. In this paper, We focus on the determination of the probability control limits. An integral equation approach is developed to facilitate the design and analysis of the binomial WCUSUM control chart with probability control limits. The performance of the binomial WCUSUM charts with probability and constant control limits and the binomial WCUSUM charts with and without the fast initial response feature are compared. Besides, we compared the out-of-control detection perfromance of the binomial WCUSUM charts with probability and constant control limits for high yield process. An example is used to illustrate the application of the proposed control chart. Our comparisons show that the binomial WCUSUM chart with probability control limits generally outperforms the WCUSUM chart with constant control limits, and the conventional binomial CUSUM control chart with a constant control limit for high yield process when the sample size is large.

This master’s thesis deals with evaluation of quality of the connection of low-voltage control circuit cables, with the emphasis on quality assurance of crimps. An analysis of possible quality control methods, including a map of the crimping process, was created. Further, the thesis includes proposals for improvement of the original system. Furthermore, a proposal of non-destructive inspection system was produced. The conclusion summarizes the knowledge gained in quality control of crimping, including practical recommendations.

The aim of the diploma´s thesis is analysis of the scrap of the chosen process, using the tools of statistical process control and proposal of appropriate containment to reduce the scrap. The thesis describes all seven basic tools of quality and the greatest attention is aimed to Shewart's control charts. One chapter discusses three methods of problem solving in technical practice, while one of the described methods is used in the practical part of the thesis.

This diploma thesis named “The Proposal of the System of Regular Monitoring of the Suppliers’ Process Capability Indices” is divided into two sections. There is a theory about statistical process control with emphasized process capability analysis in the first section. The content of the second section is starting point, procedure and the outcome of the project I worked on in Robert Bosch Company, České Budějovice. The aim of the project is the improvement of input quality via the evaluation of suppliers based on their outcomes of SPC.