Non-parametric estimation for aggregated functional data for electric load monitoring

Autor(es)

Dias, Ronaldo ^[1] ; Garcia, Nancy L. ^[1] ; Martarelli, Angelo ^[1]

Afiliação do(s) autor(es)

^[1] Univ Estadual Campinas, IMECC, BR-13087970 Campinas, SP - Brazil

• Tipo de documento: Artigo Científico
• Fonte: ENVIRONMETRICS; v. 20, n. 2, p. 111-130, MAR 2009.
• Citações Web of Science: 3

Resumo

In this work we address the problem of estimating mean and covariance Curves when the available sample consists of aggregated functional data. Consider a population divided into sub-populations for which one wants to estimate the mean (typology) and covariance curves for each sub-population. However, it is not possible (or too expensive) to obtain sample Curves for single individuals. The available data are collective curves, sum of curves of different subsets of individuals belonging to the sub-populations. We propose an estimation method based on B-splines expansion. This method is consistent and simulation studies Suggest that the proposed mean estimator is suitable even with very few replications. This problem was motivated by a real problem concerning the efficient distribution of electric energy in Southeast Brazil. Copyright (C) 2008 John Wiley \& Sons, Ltd. (AU)

• Processo FAPESP: 02/01554-5 - Procedimentos adaptativos em análise funcional de dados
• Beneficiário: Ronaldo Dias
• Modalidade de apoio: Auxílio à Pesquisa - Regular