Search results for "variance approximation"

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Estimation of total electricity consumption curves by sampling in a finite population when some trajectories are partially unobserved

2019

International audience; Millions of smart meters that are able to collect individual load curves, that is, electricity consumption time series, of residential and business customers at fine scale time grids are now deployed by electricity companies all around the world. It may be complex and costly to transmit and exploit such a large quantity of information, therefore it can be relevant to use survey sampling techniques to estimate mean load curves of specific groups of customers. Data collection, like every mass process, may undergo technical problems at every point of the metering and collection chain resulting in missing values. We consider imputation approaches (linear interpolation, k…

Statistics and Probabilityconstructionkernel smoothingPopulationSurvey samplingimputation01 natural sciences010104 statistics & probability[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]0502 economics and businessStatisticsImputation (statistics)0101 mathematicseducationsurvey samplingfunctional data050205 econometrics Mathematicsconfidence bandsConsumption (economics)Estimationeducation.field_of_studymissing completely at randombusiness.industry05 social sciencesprincipal analysis by conditional estimationSampling (statistics)[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]nearest neighboursKernel smoothervariance-estimationElectricityStatistics Probability and Uncertaintybusinessvariance approximation
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Estimate the mean electricity consumption curve by survey and take auxiliary information into account

2012

In this thesis, we are interested in estimating the mean electricity consumption curve. Since the study variable is functional and storage capacities are limited or transmission cost are high survey sampling techniques are interesting alternatives to signal compression techniques. We extend, in this functional framework, estimation methods that take into account available auxiliary information and that can improve the accuracy of the Horvitz-Thompson estimator of the mean trajectory. The first approach uses the auxiliary information at the estimation stage, the mean curve is estimated using model-assisted estimators with functional linear regression models. The second method involves the au…

Model-assisted estimator[ MATH.MATH-GM ] Mathematics [math]/General Mathematics [math.GM]Unequal probability sampling without replacement[MATH.MATH-GM] Mathematics [math]/General Mathematics [math.GM]Functional linear modelCovariance functionFunctional central limit theoremConfidence bandFunctional dataBootstrapSurvey sampling[MATH.MATH-GM]Mathematics [math]/General Mathematics [math.GM]Théorème central limite fonctionnelDonnées fonctionnellesHajek variance approximationFonction de covariancePlan à probabilités inégales sans remiseEstimateur de Horvitz-ThompsonModèle linéaire fonctionnelApproximation de HájekHorvitz-Thompson estimatorSondageBande de confianceEstimateur model-assisted
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