簡易檢索 / 詳目顯示

研究生: 姚翔隆
Hsiang-Lung Yao
論文名稱: 運用最大概似估計法比較不同模型分配於區間設限資料
A comparison study of different models for the interval censored data using Maximum Likelihood Estimation method
指導教授: 王福琨
Fu-Kwun Wang
口試委員: 歐陽超
Ou-Yang Chao
羅士哲
Shih-Che Lo
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理系
Department of Industrial Management
論文出版年: 2016
畢業學年度: 104
語文別: 英文
論文頁數: 63
中文關鍵詞: 韋伯分配Burr XII分配Gamma frailty based on Weibull分配區間設限資料最大概似估計DE演算法
外文關鍵詞: Weibull distribution, Burr XII distribution, Gamma frailty based on Weibull distribution, Interval censored data, Maximum likelihood estimation, DE algorithm
相關次數: 點閱:344下載:0
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • 預測市場回饋區間資料的失效率對於製造商來說是一個重要的課題,本論文主要在探討三種模型韋伯(Weibull)、Burr XII 及 Gamma-Weibull(Gamma frailty based on Weibull distributions)分配在區間設限資料的情況下,透過最大概似估計法(Maximum Likelihood Estimation)進行評估衡量。本文將採用DE(Differential Evolution)演算法來求得最大概似估計值,參數之區間估計亦可求得。市場回饋區間資料亦可用來分析及應用。由本研究案例分析結果可得知,Gamma-Weibull 在AIC值上,表現得比其他兩種模型來的出色,因此我們建議使用Gamma-Weibull模型來分析市場回饋區間資料。


    Predicting failure rate from the field return data is an important task for manufacturers. In this study, we compare three models: Weibull, Burr XII and Gamma frailty based on Weibull (Gamma-Weibull) distributions and evaluate performance their through maximum likelihood estimation (MLE) via Differential Evolution (DE) with interval censored data. In addition, the confidence intervals are obtained. The field return data are used as an example to illustrate the applications. The results show that the Gamma-Weibull model outperforms the other two models in term of AIC. Thus, we recommend using Gamma-Weibull model to do analysis on field return data.

    摘要 i Abstract I Acknowledgement II Table of contents III List of figures IV List of tables V Chapter 1: INTRODUCTION 1 1.1 Research background and motivation 1 1.2 Research objectives 2 1.3 Research limitations 2 1.4 Research flow 3 Chapter 2: LITERATURE REVIEW 5 2.1 Data type 5 2.2 Model 8 2.3 Differential Evolution (DE) 12 Chapter 3: RESEARCH METHOD 14 3.1 Weibull model based on interval censored data 14 3.2 Burr XII model based on interval censored data 15 3.3 Gamma-Weibull model based on interval censored data 15 3.4 Confidence intervals of parameters 16 3.5 Kaplan-Meier 17 Chapter 4: Examples 19 Chapter 5: Conclusions 32 References 33 Appendix 35

    Abernethy, R., The New Weibull Handbook, 5th edition, United States (2006).

    Al-Noor, N.H. and H. Al-Ameer. “Some estimation methods for the shape parameter and reliability function of Burr type XII distribution/comparison study,”
    Mathematical Theory and Modeling 4(7), 63-77 (2014).

    Ardia, D., K. Boudt, P. Carl, K.M. Mullen and B.G. Peterson, “Differential evolution
    with DEoptim: an application to non-convex portfolio optimization,” The R Journal,
    3(1), 27-34 (2011).

    Meeker, W.Q., L.A. Escobar and Y. Hong, “Using accelerated life tests results to predict product field reliability,” Technometrics, 51(2), 146–161 (2009).

    Mullen K.M., D. Ardia, D. Gil, D. Windover and J. Cline, “DEoptim: an R package
    for global optimization by differential evolution,” Journal of Statistical Software, 40
    (6),1-26 (2011).

    Nelson, W., Applied Life Data Analysis, John Wiley & Sons, United State (1982).

    Nelson, W., Accelerated testing: Statistical Models, Test Plan, John Wiley & Sons, New York (1990).

    O’Connor, P. and A. Kleyner, Practical Reliability Engineering, John Wiley & Sons, United Kingdom (2012).

    Price, K., R.M. Storn and J.A. Lampinen, Differential Evolution - A Practical Approach to Global Optimization, Springer Science & Business Media, (2006).

    Storn, R.M., K. Price, “Differential evolution – a simple and efficient heuristic for global optimization over continuous spaces,” Journal of Global Optimization, 11 (4), 341-359 (1997).

    Wang, F.K., J.B. Keats and W.J. Zimmer, “Maximum likelihood estimation of the Burr XII parameters with censored and uncensored data,” Microelectronics Reliability, 36, 359–362 (1996).

    Ye, Z.S., Y. Hong and Y. Xie, “How do heterogeneities in operating environments affect filed failure predictions and test planning,” The Annals of Applied Statistics, 7, 2249-2271 (2013).

    Zimmer W.J., J.B. Keats and F.K. Wang, “The Burr XII distribution in reliability analysis,” Journal of Quality Technology, 30(4), 386-394 (1998).

    無法下載圖示 全文公開日期 2019/07/25 (校內網路)
    全文公開日期 本全文未授權公開 (校外網路)
    全文公開日期 本全文未授權公開 (國家圖書館:臺灣博碩士論文系統)
    QR CODE