基于JGLM-RM模型的动态稳健设计及其应用  

Robust Designs with Dynamic Characteristics Based on JGLM-RM Model and Its Application

作　　者：汪建均[1,2] 马义中[1] 程志强[1] 刘利平[1] 

机构地区：[1]南京理工大学经济管理学院,江苏南京210094 [2]湖南工学院经济管理系,湖南衡阳421008

出　　处：《数理统计与管理》2010年第6期1001-1008,共8页Journal of Applied Statistics and Management

基　　金：国家自然科学基金资助课题(编号:70672088;70931002);国家自然科学基金国际交流项目资助课题(编号:70711140386)

摘　　要：根据动态稳健设计的基本思想和方法,结合联合广义线性模型(Joint Generalized linearmodel)和响应模型(Response model)各自的特点和优势,构建出基于JGLM-RM的动态稳健设计模型。利用新模型对具体工业案例进行了实证研究,结果表明新模型不仅能有效地区分具体噪声因子和潜在噪声因子对整个过程波动的影响,而且能够灵活地调节模型的截距和斜率。此外,新模型引入了均值和散度的联合广义线性模型因此能适应广泛的响应类型。According to basic ideas and methods of robust design with dynamic characteristics, integrating each traits and advantage of joint generalized linear model with response model, we construct robust design model with dynamic characteristics based on JGLM-RM. We make use of the new model to study a practical industrial example. The outcome shows that the new model not only can identify effectively the effect of the variance for the whole process between the explicit noise and hidden noise, but also can adjust easily the intercept and slope of the new model. Moreover, owing to the introducing of the joint generalized linear model of the mean and the dispersion, the new model is applicable to a wide range of response types.

关 键 词：广义线性模型 响应模型 稳健设计 动态响应 

分 类 号：O212[理学—概率论与数理统计]