自我相關環保管制圖的比較研究－以台北地區空氣污染的資料為例

The Comparison of Environmental Control Charts for Monitoring Autocorrelated Air Pollution Data in Taipei Area

10.29973/JCSA.200403.0003

潘浙湳(J. N. Pan)；陳必達(B. D. Chen)

ARAM 管制圖 ； Autoregressive T2 ； 統計製程管制 ； 自我相關環保管制圖 ； 時間數列模型 ； EWMA ； CUSUM ； ARMA chart ； autocorrelated environmental control chart ； Autoregressive T2 ； CUSUM ； esidual control chart ； EWMA ； statistical process control

中國統計學報

42卷1期（2004 / 03 / 01）

31 - 62

繁體中文

近年來，台灣地區空氣污染品質控制與監測問題，已引起堂會大眾相當程度的重視，目前由環保署所制定評估空氣品質的空氣污染指標 (Pollution Standards Inder，簡稱PSI)均為事後公佈，並未全然達到事先預警的效果。由於環保資料係經長時間不斷收集而得，本身具有自我相關性，已有學者提山配適原始資料的時間數列模型，若模式配適正確，並假設模式的殘差彼此獨立，即可利用傳統的 SPC 管制圖監控殘差值，達到監控品質之目的。除了指數平滑移動平均 (EWMA) 及累和 (CUSUM) 之殘差管制圖外，另有學者提出自我迴歸 (Autoregressive T2)管制圖與自我回歸移動平均 (ARMA) 等兩種管制圖。本研究乃針對上述四種管制圖在監控自我相關製程上的表現進行比較分析，以期找出一最適合對空氣品質污染情況作有效監控的環保管制圖。若能在空氣品質出現異常現象的第一時刻即預示警訊，將可降低其可能造成之危害與損失，本研究之成果可作為建立未來空氣品質預警模式的重要參考。

Recently, the air pollution problems in Taiwan have aroused a great public concern. However, the PSI (Pollutant Standards Indices) of air quality stipulated by the EPA (Environmental Protection Administration) of Taiwan has always been announced and posted afterwards, thus it cannot give timely precaution to the public. Due to the fact that environmental data possess the property of autocorrelation, it will result in an improper decision and unnecessary cost if mistreated as an independent process. The most widely used SPC method for autocorrelated process is residual-based control chart, which involves fitting an appropriate ARMA model to the data and monitoring the residuals. If the odel is correct, then the residuals are independent. Consequently, traditional SPC control charts can be used. So far, four different control charts, including EWMA and CUSUM residual control chart, Autoregressive T2 chart and ARMA (Autoregressive moving average) chart have been proposed by researches to monitor autocorrelated data. This study compares the performance of these four control charts for monitoring autocorrelated air pollution data and select the most appropriate one for future use. Hopefully, giving a warning signal in advance, the esult of this research could be a useful reference for evaluating environmental performance.

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