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Estimation de synchrones de consommation électrique par sondage et prise en compte d'information auxiliaire

Abstract : 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 auxiliary information at the sampling stage, considering πps (unequal probability) sampling designs and the functional Horvitz-Thompson estimator. Under conditions on the entropy of the sampling design the covariance function of the Horvitz-Thompson estimator can be estimated with the Hájek approximation extended to the functional framework. For each method, we show, under weak hypotheses on the sampling design and the regularity of the trajectories, some asymptotic properties of the estimator of the mean curve and of its covariance function. We also establish a functional central limit theorem.Next, we compare two methods that can be used to build confidence bands. The first one is based on simulations of Gaussian processes and is assessed rigorously. The second one uses bootstrap techniques in a finite population framework which have been adapted to take into account the functional nature of the data
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Submitted on : Monday, July 8, 2013 - 10:42:11 AM
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  • HAL Id : tel-00842199, version 1



Pauline Lardin. Estimation de synchrones de consommation électrique par sondage et prise en compte d'information auxiliaire. Mathématiques générales [math.GM]. Université de Bourgogne, 2012. Français. ⟨NNT : 2012DIJOS049⟩. ⟨tel-00842199⟩



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