Is it possible to speed up this PARTITION BY query?
I think your query uses only the rows where the date is the maximum so it is equivalent to this:

SELECT TOP (1) data.Id, data.Date, data.Statut, data.Value
FROM [DATA].[TimeSerie] AS data
  JOIN @MyStatuts AS s ON data.Statut = s.StatutValue
WHERE data.Id = 'timeserieid' 
  AND data.Date = ( SELECT MAX(m.Date)
                    FROM [DATA].[TimeSerie] AS m
                    WHERE m.Id = 'timeserieid'
                      AND m.Date &lt;= '20140424'
                  )
ORDER BY s.StatutOrder ASC ;