Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories

Abstract : In the near future, millions of load curves measuring the electricity consumption of French households in small time grids (probably half hours) will be available. All these collected load curves represent a huge amount of information which could be exploited using survey sampling techniques. In particular, the total consumption of a specific customer group (for example all the customers of an electricity supplier) could be estimated using unequal probability random sampling methods. Unfortunately, data collection may undergo technical problems resulting in missing values. In this paper we study a new estimation method for the mean curve in the presence of missing values which consists in extending kernel estimation techniques developed for longitudinal data analysis to sampled curves. Three nonparametric estimators that take account of the missing pieces of trajectories are suggested. We also study pointwise variance estimators which are based on linearization techniques. The particular but very important case of stratified sampling is then specifically studied. Finally, we discuss some more practical aspects such as choosing the bandwidth values for the kernel and estimating the probabilities of observation of the trajectories.
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https://hal.archives-ouvertes.fr/hal-01075901
Contributor : Hervé Cardot <>
Submitted on : Monday, October 20, 2014 - 3:59:51 PM
Last modification on : Friday, June 8, 2018 - 2:50:07 PM

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  • HAL Id : hal-01075901, version 1
  • ARXIV : 1410.4105

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Hervé Cardot, Anne de Moliner, Camelia Goga. Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories. 2014. ⟨hal-01075901⟩

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