The objectives of this research are to propose a proper model for defective products in an autoparts manufacturing industry to apply the proposed model to the defective products data to investigate the factors related to the machines producing defective products and to compare the proposed model with the generalized estimating equations model (GEE). The proposed model is a generalized linear mixed model (GLMM) in which the dependent variables have a Poisson distribution. The parameter are estimated using a Bayesian method. The data were collected from 12 machines 15 days for each machine from an autoparts manufacturing factory. The data collection dates vary depending on the working steps and the product types. The results show that the proposed model fits the data. The factors related to the machines producing defective products are working steps workers and product types. According to the estimates of the factors effects the working step producing the largest number of defective products is the working step 2 followed by the working steps 3 1 and 4 respectively. The worker producing the largest of defective products is the worker 4 followed by the workers 10 5 8 6 2 3 1 7 and 9 respectively. The product type 3 has the largest number of defective products followed by the product types 2 and 1 respectively. If the population-averaged effects are focused the GEE is applied. However the subject-specific is focused the GLMM is applied.

The objective of this research is to use a stochastic process for building a model using Bayesian parameter estimation. The model is applied to the of crash prices and future prices of rice in Thailand for 120 moths including monthly closing average price of white rice 5% non-glutinous paddy 15% and Hom Mali non-glutinous paddy 105. The data are time series data containing autocorrelation trend seasonality and outliers. The algorithms are turned into codes in OpenBugs and the performance of the model is evaluated using simulation in R. The model with a Weibull cumulative distribution function trend the model with an exponential cumulative distribution function trend and the exponential smoothing model are compared. The root mean squared error (RMSE) mean absolute percentage error (MAPE) and mean absolute error (MAE) are used as the criteria. The results show that the model with the model with an exponential cumulative distribution function trend gives smallest RMSE MAPE and MAE for the crash prices of non-glutinous paddy 15% and Hom Mali non-glutinous paddy 105 for both model fitting part and model validation part. The model with a Weibull cumulative distribution function trend gives the smallest RMSE MAPE and MAE for the closing average price of white rice 5% for both model fitting part and model validation part.

The objectives of this research are to propose a Bayesian model for spatial time series analysis to apply the proposed model to forecast a monthly rubber yield in Southern provinces of Thailand and to compare the performance of the proposed model with the classical Holt-Winters Additive Exponential smoothing. The proposed model is a linear mixed model (LMM) with spatial effects which follow a conditional autoregressive model (CAR). Dummy variables are used for seasonal effects. A Bayesian method is used for parameter estimation. The estimated monthly yields are used for the monthly rubber yield forecasting. The dependent variables are the rubber yield in each month of each province. The data are secondary data at a provincial level. The factors considered are spatial effects heterogeneity effects and seasonal effects. The results show that the factors influencing on the amount of rubber yields are spatial heterogeneity and seasonal effects. The proposed model is proper and forecast accurately. Using the mean absolute error (MAE) the proposed model has a better performance compared to the classical Holt-Winters Additive Exponential smoothing in both model fitting and model validating. The proposed model should be the first consideration for spatial time series forecasting.

This research proposes a hidden Markov model for detecting machines with multiple fillers producing soft drink for quality control in order to reduce defective products. The proposed model is compared with a classical generalized estimating equations model (GEE). The monthly data the number of defective products the correctness and the time spending in correction were collected from a machine in a sample factory in Pratumthanee province. The two hidden states of the fillers are workable and unworkable. The states has a logistic distribution. The results show that the correctness of the filler error occurrence does not improve the probability of being in a unworkable state neither the period of time spending on correction. The current state seems to be the same as the previous state

The objective of this research is to select a proper cumulative function for trend in an analysis of simultaneous multiple time series data with autocorrelation trend and outliers using a Bayesian method. The proposed model is applied to fluctuate stock price data in the stock exchange of Thailand. The data consist of the closing prices of 5 stocks. The algorithms are written in OpenBUGS and the performance of the model is evaluated via a simulation study in R. The cumulative distribution functions considered here are a Weibull cumulative distribution function and an exponential cumulative distribution. They are compared using RMSE MAPE and MAE as criteria. The research found that an exponential cumulative function for trends gives smaller values of the three criteria in both model fitting and model validation for the4 stocks EA NWR and KTB. However a Weibull cumulative distribution function gives smaller values of three criteria for the PTT in both model fitting and model validation.