Henrik Madsen

Henrik Madsen

Professor, Head of section

DTU COMPUTE
Department of Applied Mathematics and Computer Science

Technical University of Denmark

Asmussens Allé

Building 303B, room 004

2800 Kgs. Lyngby

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Fax +45 45 88 26 73
E-mail hmad@dtu.dk
ORCID 0000-0003-0690-3713
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2018
 

Semi-dispatchable generation with wind-photovoltaic-fuel cell hybrid system to mitigate frequency disturbance

Alvarez-Mendoza, Fernanda ; Angeles-Camacho, César ; Bacher, Peder ; Madsen, Henrik
in: Electric Power Systems Research, vol: 165, pages: 60-67, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1016/j.epsr.2018.08.021

  PDF

Electricity consumption clustering using smart meter data

Tureczek, Alexander ; Nielsen, Per Sieverts ; Madsen, Henrik
in: Energies, vol: 11, issue: 4, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.3390/en11040859

 

A cross-disciplinary path to healthy and energy efficient buildings

Lex, Simon Westergaard ; Cali, Davide ; Koed Rasmussen, Morten ; Bacher, Peder ; Bachalarz, Magnus ; Madsen, Henrik
in: Technological Forecasting and Social Change, 2011

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2018     |    DOI: https://doi.org/10.1016/j.techfore.2018.07.023

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Ancillary Services 4.0: A Top-To-Bottom Control-Based Approach for Solving Ancillary Services Problems in Smart Grids

De Zotti, Giulia ; Pourmousavi, S. Ali ; Madsen, Henrik ; Poulsen, Niels Kjølstad
in: IEEE Access, vol: 6, pages: 11694-11706

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1109/ACCESS.2018.2805330

  PDF

Characterizing the energy flexibility of buildings and districts

Junker, Rune Grønborg ; Azar, Armin Ghasem ; Lopes, Rui Amaral ; Lindberg, Karen Byskov ; Reynders, Glenn ; Relan, Rishi ; Madsen, Henrik
in: Applied Energy, vol: 225, pages: 175-82, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1016/j.apenergy.2018.05.037

 

Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets

Nystrup, Peter ; Hansen, Bo William ; Larsen, Henrik Olejasz ; Madsen, Henrik ; Lindström, Erik
in: The Journal of Portfolio Management, vol: 44, issue: 2, pages: 62-73

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.3905/jpm.2018.44.2.062

 

Estimation of a stochastic spatio-temporal model of the flow-front dynamics with varying parameters

Nauheimer, Michael ; Relan, Rishi ; Thygesen, Uffe Høgsbro ; Madsen, Henrik
in: Aip Conference Proceedings, vol: 1981, issue: 1, 2011
Presented at:
9th International Conference on “Times of Polymers and Composites

Type: Conference article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1063/1.5045960

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Integration of different CHP steam extraction modes in the stochastic unit commitment problem

Blanco, Ignacio ; Song, Hyoung-Yong ; Guericke, Daniela ; Morales González, Juan Miguel ; Park, Jong-Bae ; Madsen, Henrik
in: IEEE Transactions on Power Systems, 2011

Type: Journal article (Peer reviewed)

Status: Submitted     |    Year: 2018

 

Multi-period portfolio selection with drawdown control

Nystrup, Peter ; Boyd, Stephen ; Lindström, Erik ; Madsen, Henrik
in: Annals of Operations Research, pages: 1–27, 2011

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2018     |    DOI: https://doi.org/10.1007/s10479-018-2947-3

 

Overnight glucose control in people with type 1 diabetes

Boiroux, Dimitri ; Duun-Henriksen, Anne Katrine ; Schmidt, Signe ; Nørgaard, Kirsten ; Madsbad, Sten ; Poulsen, Niels Kjølstad ; Madsen, Henrik ; Jørgensen, John Bagterp
in: Biomedical Signal Processing and Control, vol: 39, pages: 503-512, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1016/j.bspc.2017.08.005

  PDF

Physical-stochastic (greybox) modeling of slugging

Møller, Jan Kloppenborg ; Goranović, Goran ; Poulsen, Niels Kjølstad ; Madsen, Henrik
in: IFAC-PapersOnLine, vol: 51, issue: 8, pages: 197-202

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1016/j.ifacol.2018.06.377

 

Sensor-based detection and estimation of meal carbohydrates for people with diabetes

Mahmoudi, Zeinab ; Cameron, Faye ; Poulsen, Niels Kjølstad ; Madsen, Henrik ; Bequette, B. Wayne ; Jørgensen, John Bagterp
in: Biomedical Signal Processing and Control, 2011

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2018     |    DOI: https://doi.org/10.1016/j.bspc.2018.09.012

  PDF

Wind Power Forecasting Based on Echo State Networks and Long Short-Term Memory

López, Erick ; Allende, Héctor ; Gil, Esteban ; Madsen, Henrik
in: Energies, vol: 11, issue: 3, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.3390/en11030526

2017
 

Online short-term forecast of greenhouse heat load using a weather forecast service

Vogler-Finck, P. J.C. ; Bacher, P. ; Madsen, Henrik
in: Applied Energy, vol: 205, pages: 1298-1310, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1016/j.apenergy.2017.08.013

 

Evaluation of pharmacokinetic model designs for subcutaneous infusion of insulin aspart

Mansell, Erin J. ; Schmidt, Signe ; Docherty, Paul D. ; Nørgaard, Kirsten ; Jørgensen, John Bagterp ; Madsen, Henrik
in: Journal of Pharmacokinetics and Pharmacodynamics, vol: 44, issue: 5, pages: 477-489, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1007/s10928-017-9535-z

 

Inhomogeneous Markov Models for Describing Driving Patterns

Iversen, Emil Banning ; Møller, Jan K. ; Morales, Juan Miguel ; Madsen, Henrik
in: IEEE Transactions on Smart Grid, vol: 8, issue: 2, pages: 581-588, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1109/TSG.2016.2520661

 

Adaptive control in an artificial pancreas for people with type 1 diabetes

Boiroux, Dimitri ; Duun-Henriksen, Anne Katrine ; Schmidt, Signe ; Nørgaard, Kirsten ; Poulsen, Niels Kjølstad ; Madsen, Henrik ; Jørgensen, John Bagterp
in: Control Engineering Practice, vol: 58, pages: 332–342, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1016/j.conengprac.2016.01.003

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Adaptive Unscented Kalman Filter using Maximum Likelihood Estimation

Mahmoudi, Zeinab ; Poulsen, Niels Kjølstad ; Madsen, Henrik ; Jørgensen, John Bagterp
in: IFAC-PapersOnLine, vol: 50, issue: 1, pages: 3859-3864
Presented at:
20th IFAC World Congress 2017

Type: Conference article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1016/j.ifacol.2017.08.356

 

An Adaptive Nonlinear Basal-Bolus Calculator for Patients With Type 1 Diabetes

Boiroux, Dimitri ; Aradóttir, Tinna Björk ; Nørgaard, Kirsten ; Poulsen, Niels Kjølstad ; Madsen, Henrik ; Jørgensen, John Bagterp
in: Journal of Diabetes Science and Technology, vol: 11, issue: 1, pages: 29-36, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1177/1932296816666295

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Cross-Validation of a Glucose-Insulin-Glucagon Pharmacodynamics Model for Simulation using Data from Patients with Type 1 Diabetes

Wendt, Sabrina Lyngbye ; Ranjan, Ajenthen ; Møller, Jan Kloppenborg ; Schmidt, Signe ; Boye Knudsen, Carsten ; Holst, Jens Juul ; Madsbad, Sten ; Madsen, Henrik ; Nørgaard, Kirsten ; Jørgensen, John Bagterp
in: Journal of Diabetes Science and Technology, vol: 11, issue: 6, pages: 1101-1111, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1177/1932296817693254

  PDF

Dynamic portfolio optimization across hidden market regimes

Nystrup, Peter ; Madsen, Henrik ; Lindström, Erik
in: Quantitative Finance, vol: 18, issue: 1, pages: 83-95, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1080/14697688.2017.1342857

 

Fault and meal detection by redundant continuous glucose monitors and the unscented Kalman filter

Mahmoudi, Zeinab ; Nørgaard, Kirsten ; Poulsen, Niels Kjølstad ; Madsen, Henrik ; Jørgensen, John Bagterp
in: Biomedical Signal Processing and Control, vol: 38, pages: 86-99, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1016/j.bspc.2017.05.004

 

Harnessing Flexibility from Hot and Cold

Kiviluoma, Juha ; Heinen, Steve ; Qazi, Hassan ; Madsen, Henrik ; Strbac, Goran ; Kang, Chongqing ; Zhang, Ning ; Patteeuw, Dieter ; Naegler , Tobias
in: IEEE Power & Energy Magazine, vol: 15, issue: 1, pages: 25-33, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1109/MPE.2016.2626618

 

Leveraging stochastic differential equations for probabilistic forecasting of wind power using a dynamic power curve

Iversen, Jan Emil Banning ; Morales González, Juan Miguel ; Møller, Jan Kloppenborg ; Trombe, Pierre-Julien ; Madsen, Henrik
in: Wind Energy, vol: 20, issue: 1, pages: 33–44, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1002/we.1988

 

Multi-site solar power forecasting using gradient boosted regression trees

Persson, Caroline Stougård ; Bacher, Peder ; Shiga, Takahiro ; Madsen, Henrik
in: Solar Energy, vol: 150, pages: 423-436, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1016/j.solener.2017.04.066

 

On site characterisation of the overall heat loss coefficient: comparison of different assessment methods by a blind validation exercise on a round robin test box

Roels, Staf ; Bacher, Peder ; Bauwens, Geert ; Castaño, Sergio ; Jiménez, María José ; Madsen, Henrik
in: Energy and Buildings, vol: 153, pages: 179-189, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1016/j.enbuild.2017.08.006

 

Relationship between Optimum Mini-doses of Glucagon and Insulin Levels when Treating Mild Hypoglycaemia in Patients with Type 1 Diabetes - A Simulation Study

Ranjan, Ajenthen ; Wendt, Sabrina Lyngbye ; Schmidt, Signe ; Madsbad, Sten ; Holst, Jens J ; Madsen, Henrik ; Knudsen, Carsten B ; Jørgensen, John Bagterp ; Nørgaard, Kirsten
in: Basic & Clinical Pharmacology & Toxicology, pages: n/a-n/a, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1111/bcpt.12907

 

Stochastic model of wind-fuel cell for a semi-dispatchable power generation

Alvarez-Mendoza, Fernanda ; Bacher, Peder ; Madsen, Henrik ; Angeles-Camacho, César
in: Applied Energy, vol: 193, pages: 139–148, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1016/j.apenergy.2017.02.033

 

Synergies between energy supply networks

Wu, Jianzhnog ; Yan, Jinyue ; Desideri, Umberto ; Deconinck, Geert ; Madsen, Henrik ; Huitema, George ; Kolb, Thomas
in: Applied Energy, vol: 192, pages: 263-267, 2011

Type: Editorial (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1016/j.apenergy.2017.02.038

2016
  PDF

A Data-Driven Bidding Model for a Cluster of Price-Responsive Consumers of Electricity

Saez Gallego, Javier ; Morales González, Juan Miguel ; Zugno, Marco ; Madsen, Henrik
in: I E E E Transactions on Power Systems, vol: 31, issue: 6, pages: 5001-5011, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1109/TPWRS.2016.2530843

  PDF

Commitment and dispatch of heat and power units via affinely adjustable robust optimization

Zugno, Marco ; Morales González, Juan Miguel ; Madsen, Henrik
in: Computers & Operations Research, vol: 75, pages: 191-201, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1016/j.cor.2016.06.002

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Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation

Nystrup, Peter ; Hansen, Bo William ; Madsen, Henrik ; Lindström, Erik
in: Journal of Asset Management, vol: 17, issue: 5, pages: 361-374

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1057/jam.2016.12

 

Distributed Model Predictive Control for Smart Energy Systems

Halvgaard, Rasmus Fogtmann ; Vandenberghe, Lieven ; Poulsen, Niels Kjølstad ; Madsen, Henrik ; Jørgensen, John Bagterp
in: IEEE Transactions on Smart Grid, vol: 7, issue: 3, pages: 1675-1682, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1109/TSG.2016.2526077

 

Economic valuation of heat pumps and electric boilers in the Danish energy system

Nielsen, Maria Grønnegaard ; Morales González, Juan Miguel ; Zugno, Marco ; Pedersen, Thomas Engberg ; Madsen, Henrik
in: Applied Energy, vol: 167, pages: 189–200, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1016/j.apenergy.2015.08.115

  PDF

Hidden Markov Models for indirect classification of occupant behaviour

Liisberg, Jon Anders Reichert ; Møller, Jan Kloppenborg ; Bloem, H. ; Cipriano, J. ; Mor, G. ; Madsen, Henrik
in: Sustainable Cities and Society, vol: 27, pages: 83-98

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1016/j.scs.2016.07.001

  PDF

Load forecasting of supermarket refrigeration

Rasmussen, Lisa Buth ; Bacher, Peder ; Madsen, Henrik ; Nielsen, Henrik Aalborg ; Heerup, Christian ; Green, Torben
in: Applied Energy, vol: 163, issue: Februar 2016, pages: 32-40, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1016/j.apenergy.2015.10.046

  PDF

Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters

Nystrup, Peter ; Madsen, Henrik ; Lindström, Erik
in: Journal of Forecasting, vol: 36, issue: 8, pages: 989–1002, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1002/for.2447

  PDF

Model Identification using Continuous Glucose Monitoring Data for Type 1 Diabetes

Boiroux, Dimitri ; Hagdrup, Morten ; Mahmoudi, Zeinab ; Poulsen, Niels Kjølstad ; Madsen, Henrik ; Jørgensen, John Bagterp
in: IFAC-PapersOnLine, vol: 49, issue: 7, pages: 759-764
Presented at:
11th IFAC Symposium on Dynamics and Control of Process Systems Including Biosystems DYCOPS-CAB 2016

Type: Conference article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1016/j.ifacol.2016.07.279

  PDF

Non-parametric method for separating domestic hot water heating spikes and space heating

Bacher, Peder ; de Saint-Aubain, Philip Anton ; Christiansen, Lasse Engbo ; Madsen, Henrik
in: Energy and Buildings, vol: 130, pages: 107-112, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1016/j.enbuild.2016.08.037

  PDF

Objective Classification of Rainfall in Northern Europe for Online Operation of Urban Water Systems Based on Clustering Techniques

Löwe, Roland ; Madsen, Henrik ; McSharry, Patrick
in: Water, vol: 8, issue: 3, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.3390/w8030087

  PDF

Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models

Møller, Jan Kloppenborg ; Zugno, Marco ; Madsen, Henrik
in: Journal of Forecasting, vol: 35, issue: April, pages: 189-205, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1002/for.2367

  PDF

Probabilistic runoff volume forecasting in risk-based optimization for RTC of urban drainage systems

Löwe, Roland ; Vezzaro, Luca ; Mikkelsen, Peter Steen ; Grum, Morten ; Madsen, Henrik
in: Environmental Modelling & Software, vol: 80, pages: 143-158, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1016/j.envsoft.2016.02.027

 

Short-term Probabilistic Forecasting of Wind Speed Using Stochastic Differential Equations

Iversen, Jan Emil Banning ; Morales González, Juan Miguel ; Møller, Jan Kloppenborg ; Madsen, Henrik
in: International Journal of Forecasting, vol: 32, issue: 3, pages: 981-990, 2011

Type: Journal article (Peer reviewed)

Status: Submitted     |    Year: 2016     |    DOI: https://doi.org/10.1016/j.ijforecast.2015.03.001

2015
  PDF

A Bolus Calculator Based on Continuous-Discrete Unscented Kalman Filtering for Type 1 Diabetics

Boiroux, Dimitri ; Aradóttir, Tinna Björk ; Hagdrup, Morten ; Poulsen, Niels Kjølstad ; Madsen, Henrik ; Jørgensen, John Bagterp
in: I F A C Workshop Series, vol: 48, issue: 20, pages: 159-164, 2013
Presented at:
9th IFAC Symposium on Biological and Medical Systems (BMS 2015)

Type: Conference article (Peer reviewed)

Status: Published     |    Year: 2015     |    DOI: https://doi.org/10.1016/j.ifacol.2015.10.132

 

An artificial pancreas for automated blood glucose control in patients with Type 1 diabetes

Schmidt, Signe ; Boiroux, Dimitri ; Ranjan, Ajenthen ; Jørgensen, John Bagterp ; Madsen, Henrik ; Nørgaard, Kirsten
in: Therapeutic Delivery, vol: 6, issue: 5, pages: 211-221

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2015     |    DOI: https://doi.org/10.4155/tde.15.12

  PDF

A Non-linear Stochastic Model for an Office Building with Air Infiltration

Thavlov, Anders ; Madsen, Henrik
in: International Journal of Sustainable Energy Planning and Management, vol: 7, pages: 59-70

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2015     |    DOI: https://doi.org/10.5278/ijsepm.2015.7.5

  PDF

Characterising the Actual Thermal Performance of Buildings: Current Results of Common Exercises Performed in the Framework of the IEA EBC Annex 58-Project

Roels, Staf ; Bacher, Peder ; Bauwens, Geert ; Madsen, Henrik ; Jiménez, María José
in: Energy Procedia, vol: 78, issue: November, pages: 3282-3287, 2011
Presented at:
6th International Building Physics Conference (IBPC 2015)

Type: Conference article (Peer reviewed)

Status: Published     |    Year: 2015     |    DOI: https://doi.org/10.1016/j.egypro.2015.11.726

  PDF

Comparison of Prediction Models for a Dual-Hormone Artificial Pancreas

Boiroux, Dimitri ; Bátora, Vladimír ; Hagdrup, Morten ; Tárnik, Marían ; Murgaš, Ján ; Schmidt, Signe ; Nørgaard, Kirsten ; Poulsen, Niels Kjølstad ; Madsen, Henrik ; Jørgensen, John Bagterp
in: I F A C Workshop Series, vol: 48, issue: 20, pages: 7-12, 2013
Presented at:
9th IFAC Symposium on Biological and Medical Systems (BMS 2015)

Type: Conference article (Peer reviewed)

Status: Published     |    Year: 2015     |    DOI: https://doi.org/10.1016/j.ifacol.2015.10.106

  PDF

Comparison of two stochastic techniques for reliable urban runoff prediction by modeling systematic errors

Del Giudice, Dario ; Löwe, Roland ; Madsen, Henrik ; Mikkelsen, Peter Steen ; Rieckermann, Jörg
in: Water Resources Research, vol: 51, issue: 7, pages: 5004-5022, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2015     |    DOI: https://doi.org/10.1002/2014WR016678

 

Consumption management in the Nord Pool region: A stability analysis

Lindström, Erik ; Madsen, Henrik ; Norén, Vicke
in: Applied Energy, vol: 146, pages: 239-246, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2015     |    DOI: https://doi.org/10.1016/j.apenergy.2015.01.113

  PDF

Decision Support Tools for Electricity Retailers, Wind Power and CHP Plants Using Probabilistic Forecasts

Zugno, Marco ; Morales González, Juan Miguel ; Madsen, Henrik
in: International Journal of Sustainable Energy Planning and Management, vol: 7, pages: 19-36

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2015     |    DOI: https://doi.org/10.5278/ijsepm.2015.7.3

 

Economic Dispatch of Demand Response Balancing through Asymmetric Block Offers

O'Connell, Niamh ; Pinson, Pierre ; Madsen, Henrik ; O’Malley, Mark
in: I E E E Transactions on Power Systems, vol: 31, issue: 4, pages: 2999-3007, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2015     |    DOI: https://doi.org/10.1109/TPWRS.2015.2475175

 

Regime-Based Versus Static Asset Allocation: Letting the Data Speak

Nystrup, Peter ; Hansen, Bo William ; Madsen, Henrik ; Lindström, Erik
in: The Journal of Portfolio Management, vol: 42, issue: 1, pages: 103-109

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2015

  PDF

Stylised facts of financial time series and hidden Markov models in continuous time

Nystrup, Peter ; Madsen, Henrik ; Lindström, Erik
in: Quantitative Finance, vol: 15, issue: 9, pages: 1531-1541, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2015     |    DOI: https://doi.org/10.1080/14697688.2015.1004801

 

Temporal knowledge discovery in big BAS data for building energy management

Fan, Cheng ; Xiao, Fu ; Madsen, Henrik ; Wang, Dan
in: Energy and Buildings, vol: 109, issue: December, pages: 75-89, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2015     |    DOI: https://doi.org/10.1016/j.enbuild.2015.09.060

2014
 

A Dantzig-Wolfe decomposition algorithm for linear economic model predictive control of dynamically decoupled subsystems

Sokoler, Leo Emil ; Standardi, Laura ; Edlund, Kristian ; Poulsen, Niels Kjølstad ; Madsen, Henrik ; Jørgensen, John Bagterp
in: Journal of Process Control, vol: 24, issue: 8, pages: 1225-1236, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1016/j.jprocont.2014.05.013

 

A model predictive control strategy for the space heating of a smart building including cogeneration of a fuel cell-electrolyzer system

Sossan, Fabrizio ; Bindner, Henrik W. ; Madsen, Henrik ; Torregrossa, Dimitri ; Reyes Chamorro, Lorenzo ; Paolone, Mario
in: International Journal of Electrical Power & Energy Systems, vol: 62, pages: 879-889, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1016/j.ijepes.2014.05.040

  PDF

Automatic Classification of Offshore Wind Regimes With Weather Radar Observations

Trombe, Pierre-Julien ; Pinson, Pierre ; Madsen, Henrik
in: I E E E Journal of Selected Topics in Applied Earth Observations and Remote Sensing, vol: 7, issue: 1, pages: 116-125, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1109/JSTARS.2013.2252604

 

Benefits and challenges of electrical demand response: A critical review

O'Connell, Niamh ; Pinson, Pierre ; Madsen, Henrik ; O׳Malley, Mark
in: Renewable and Sustainable Energy Reviews, vol: 39, pages: 686-699, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1016/j.rser.2014.07.098

 

Characterization of heat dynamics of an arctic low-energy house with floor heating

Andersen, Philip Hvidthøft Delff ; Jiménez, María José ; Madsen, Henrik ; Rode, Carsten
in: Building Simulation, vol: 7, issue: 6, pages: 595-614, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1007/s12273-014-0185-4

 

Determining reserve requirements in DK1 area of Nord Pool using a probabilistic approach

Saez Gallego, Javier ; Morales González, Juan Miguel ; Madsen, Henrik ; Jonsson, Tryggvi
in: Energy, vol: 74, pages: 682-693, 2011

Type: Conference article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1016/j.energy.2014.07.034

 

Dynamic modeling of presence of occupants using inhomogeneous Markov chains

Andersen, Philip Hvidthøft Delff ; Iversen, Anne ; Madsen, Henrik ; Rode, Carsten
in: Energy and Buildings, vol: 69, pages: 213-223, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1016/j.enbuild.2013.10.001

  PDF

Exponential smoothing approaches for prediction in real-time electricity markets

Jónsson, Tryggvi ; Pinson, Pierre ; Nielsen, Henrik Aalborg ; Madsen, Henrik
in: Energies, vol: 7, issue: 6, pages: 3710-3732, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.3390/en7063710

 

Optimal charging of an electric vehicle using a Markov decision process

Iversen, Jan Emil Banning ; Morales González, Juan Miguel ; Madsen, Henrik
in: Applied Energy, vol: 123, pages: 1-12, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1016/j.apenergy.2014.02.003

 

Predicting Plasma Glucose From Interstitial Glucose Observations Using Bayesian Methods

Hansen, Alexander Hildenbrand ; Duun-Henriksen, Anne Katrine ; Juhl, Rune ; Schmidt, Signe ; Nørgaard, Kirsten ; Jørgensen, John Bagterp ; Madsen, Henrik
in: Journal of Diabetes Science and Technology, vol: 8, issue: 2, pages: 321-330, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1177/1932296814523878

  PDF

Predictive densities for day-ahead electricity prices using time-adaptive quantile regression

Jónsson, Tryggvi ; Pinson, Pierre ; Madsen, Henrik ; Nielsen, Henrik Aalborg
in: Energies, vol: 7, issue: 9, pages: 5523-5547, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.3390/en7095523

  PDF

Probabilistic Forecasts of Solar Irradiance by Stochastic Differential Equations

Iversen, Jan Emil Banning ; Morales González, Juan Miguel ; Møller, Jan Kloppenborg ; Madsen, Henrik
in: Environmetrics, vol: 25, issue: 3, pages: 152-164, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1002/env.2267

  PDF

Probabilistic forecasts of wind power generation accounting for geographically dispersed information

Tastu, Julija ; Pinson, Pierre ; Trombe, Pierre-Julien ; Madsen, Henrik
in: I E E E Transactions on Smart Grid, vol: 5, issue: 1, pages: 480-489, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1109/TSG.2013.2277585

 

Probabilistic online runoff forecasting for urban catchments using inputs from rain gauges as well as statically and dynamically adjusted weather radar

Löwe, Roland ; Thorndahl, Søren ; Mikkelsen, Peter Steen ; Rasmussen, Michael R. ; Madsen, Henrik
in: Journal of Hydrology, vol: 512, pages: 397–407, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1016/j.jhydrol.2014.03.027

 

Setting up and validating a complex model for a simple homogeneous wall

Naveros, I. ; Bacher, Peder ; Ruiz, D. P. ; Jiménez, M. J. ; Madsen, Henrik
in: Energy and Buildings, vol: 70, pages: 303-317, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1016/j.enbuild.2013.11.076

  PDF

Stochastic rainfall-runoff forecasting: parameter estimation, multi-step prediction, and evaluation of overflow risk

Löwe, Roland ; Mikkelsen, Peter Steen ; Madsen, Henrik
in: Stochastic Environmental Research and Risk Assessment, vol: 28, issue: 3, pages: 505-516, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1007/s00477-013-0768-0

  PDF

Weather radars – the new eyes for offshore wind farms?

Trombe, Pierre-Julien ; Pinson, Pierre ; Vincent, Claire Louise ; Bøvith, Thomas ; Cutululis, Nicolaos Antonio ; Draxl, Caroline ; Giebel, Gregor ; Hahmann, Andrea N. ; Jensen, Niels E. ; Jensen, Bo P. ; Le, Nina F. ; Madsen, Henrik ; Pedersen, Lisbeth B. ; Sommer, Anders
in: Wind Energy, vol: 17, issue: 11, pages: 1767–1787, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1002/we.1659

2013
 

A bilevel model for electricity retailers' participation in a demand response market environment

Zugno, Marco ; Morales González, Juan Miguel ; Pinson, Pierre ; Madsen, Henrik
in: Energy Economics, vol: 36, pages: 182-197, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013     |    DOI: https://doi.org/10.1016/j.eneco.2012.12.010

  PDF

An arctic low-energy house as experimental setup for studies of heat dynamics of buildings

Andersen, Philip Hvidthøft Delff ; Rode, Carsten ; Madsen, Henrik
in: Frontiers of Architectural Research, vol: 2, issue: 4, pages: 488-499

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013     |    DOI: https://doi.org/10.1016/j.foar.2013.08.003

  PDF

A non-parametric method for correction of global radiation observations

Bacher, Peder ; Madsen, Henrik ; Perers, Bengt ; Nielsen, Henrik Aalborg
in: Solar Energy, vol: 88, pages: 13-22, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013     |    DOI: https://doi.org/10.1016/j.solener.2012.10.024

  PDF

Chance-constrained optimization of demand response to price signals

Dorini, Gianluca Fabio ; Pinson, Pierre ; Madsen, Henrik
in: IEEE Transactions on Smart Grid, vol: 4, issue: 4, pages: 2072-2080, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013     |    DOI: https://doi.org/10.1109/TSG.2013.2258412

 

Controlling Electricity Consumption by Forecasting its Response to Varying Prices

Corradi, Olivier ; Ochsenfeld, Henning Peter ; Madsen, Henrik ; Pinson, Pierre
in: I E E E Transactions on Power Systems, vol: 28, issue: 1, pages: 421-430, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013     |    DOI: https://doi.org/10.1109/TPWRS.2012.2197027

 

Energy Comes Together in Denmark: The Key to a Future Fossil-Free Danish Power System

Meibom, Peter ; Hilger, Klaus Baggesen ; Madsen, Henrik ; Vinther, Dorthe
in: I E E E Power & Energy Magazine, vol: 11, issue: 5, pages: 46-55, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013     |    DOI: https://doi.org/10.1109/MPE.2013.2268751

 

Forecasting Electricity Spot Prices Accounting for Wind Power Predictions

Jónsson, Tryggvi ; Pinson, Pierre ; Nielsen, Henrik Aalborg ; Madsen, Henrik ; Nielsen, Torben Skov
in: IEEE Transactions on Sustainable Energy, vol: 4, issue: 1, pages: 210-218 , 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013     |    DOI: https://doi.org/10.1109/TSTE.2012.2212731

  PDF

Forecasting the conditional dynamic elasticity of electricity consumers

Pinson, Pierre ; Madsen, Henrik
in: E R C I M News, pages: 11-12, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013

 

Impact of Wind Power Generation on European Cross-Border Power Flows

Zugno, Marco ; Pinson, Pierre ; Madsen, Henrik
in: I E E E Transactions on Power Systems, vol: 28, issue: 4, pages: 3566-3575, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013     |    DOI: https://doi.org/10.1109/TPWRS.2013.2259850

 

Model-Based Closed-Loop Glucose Control in Type 1 Diabetes: The DiaCon Experience

Schmidt, Signe ; Boiroux, Dimitri ; Duun-Henriksen, Anne Katrine ; Frøssing, Laurits ; Skyggebjerg, Ole ; Jørgensen, John Bagterp ; Poulsen, Niels Kjølstad ; Madsen, Henrik ; Madsbad, Sten ; Nørgaard, Kirsten
in: Journal of Diabetes Science and Technology, vol: 7, issue: 5, pages: 1255–1264, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013

 

Model Identification Using Stochastic Differential Equation Grey-Box Models in Diabetes

Duun-Henriksen, Anne Katrine ; Schmidt, Signe ; Røge, Rikke Meldgaard ; Møller, Jonas Bech ; Nørgaard, Kirsten ; Jørgensen, John Bagterp ; Madsen, Henrik
in: Journal of Diabetes Science and Technology, vol: 7, issue: 2, pages: 431-440, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013     |    DOI: https://doi.org/10.1177/193229681300700220

 

Pool Strategy of a Price-Maker Wind Power Producer

Zugno, Marco ; Morales González, Juan Miguel ; Pinson, Pierre ; Madsen, Henrik
in: I E E E Transactions on Power Systems, vol: 28, issue: 3, pages: 3440-3450, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013     |    DOI: https://doi.org/10.1109/TPWRS.2013.2252633

  PDF

Short-term heat load forecasting for single family houses

Bacher, Peder ; Madsen, Henrik ; Nielsen, Henrik Aalborg ; Perers, Bengt
in: Energy and Buildings, vol: 65, pages: 101-112, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013     |    DOI: https://doi.org/10.1016/j.enbuild.2013.04.022

 

State-space adjustment of radar rainfall and skill score evaluation of stochastic volume forecasts in urban drainage systems

Löwe, Roland ; Mikkelsen, Peter Steen ; Rasmussen, Michael Robdrup ; Madsen, Henrik
in: Water Science and Technology, vol: 68, issue: 3, pages: 584-590, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2013     |    DOI: https://doi.org/10.2166/wst.2013.284

 

Stokastiske prognoser for afløb og real tids styring

Löwe, Roland ; Madsen, Henrik ; Mikkelsen, Peter Steen
in: EVA : Erfaringsudveksling i vandmiljøteknikken, vol: 26, issue: 2, pages: 17-18, 2011

Type: Journal article

Status: Published     |    Year: 2013

 

Stokastiske prognoser for afløb og real tids styring

Löwe, Roland ; Vezzaro, Luca ; Mikkelsen, Peter Steen ; Grum, Morten ; Madsen, Henrik
in: EVA : Erfaringsudveksling i vandmiljøteknikken, vol: 26, issue: 3, pages: 11-16, 2011

Type: Journal article

Status: Published     |    Year: 2013

2012
  PDF

A convex programming framework for optimal and bounded suboptimal well field management

Dorini, Gianluca Fabio ; Thordarson, Fannar Ørn ; Bauer-Gottwein, Peter ; Madsen, H. ; Rosbjerg, Dan ; Madsen, Henrik
in: Water Resources Research, vol: 48, pages: W06525, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2012     |    DOI: https://doi.org/10.1029/2011WR010987

  PDF

Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models

Pinson, Pierre ; Madsen, Henrik
in: Journal of Forecasting, vol: 31, issue: 4, pages: 281–313, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2012     |    DOI: https://doi.org/10.1002/for.1194

  PDF

A General Probabilistic Forecasting Framework for Offshore Wind Power Fluctuations

Trombe, Pierre-Julien ; Pinson, Pierre ; Madsen, Henrik
in: Energies, vol: 5, issue: 3, pages: 621-657, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2012     |    DOI: https://doi.org/10.3390/en5030621

 

An Intuitionistic Fuzzy Methodology for Component-Based Software Reliability Optimization

Madsen, Henrik ; Grigore, Albeanu ; Popenţiuvlǎdicescu, Florin
in: International Journal of Performability Engineering, vol: 8, issue: 1, pages: 67-76, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2012

 

A Transmission-Cost-Based Model to Estimate the Amount of Market-Integrable Wind Resources

Morales González, Juan Miguel ; Pinson, Pierre ; Madsen, Henrik
in: I E E E Transactions on Power Systems, vol: 27, issue: 2, pages: 1060-1069 , 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2012     |    DOI: https://doi.org/10.1109/TPWRS.2011.2177281

 

Descriptive and predictive evaluation of high resolution Markov chain precipitation models

Sørup, Hjalte Jomo Danielsen ; Madsen, Henrik ; Arnbjerg-Nielsen, Karsten
in: Environmetrics, vol: 23, issue: 7, pages: 623-635, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2012     |    DOI: https://doi.org/10.1002/env.2173

 

Development of a restricted state space stochastic differential equation model for bacterial growth in rich media

Møller, Jan Kloppenborg ; Philipsen, Kirsten Riber ; Christiansen, Lasse Engbo ; Madsen, Henrik
in: Journal of Theoretical Biology, vol: 305, pages: 78-87, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2012     |    DOI: https://doi.org/10.1016/j.jtbi.2012.04.015

 

Evaluation of probabilistic flow predictions in sewer systems using grey box models and a skill score criterion

Thordarson, Fannar Ørn ; Breinholt, Anders ; Møller, Jan Kloppenborg ; Mikkelsen, Peter Steen ; Grum, M. ; Madsen, Henrik
in: Stochastic Environmental Research and Risk Assessment, vol: 26, issue: 8, pages: 1151-1162, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2012     |    DOI: https://doi.org/10.1007/s00477-012-0563-3

 

Modelling the heat dynamics of a monitored Test Reference Environment for Building Integrated Photovoltaic systems using stochastic differential equations

Lodi, C. ; Bacher, Peder ; Cipriano, J. ; Madsen, Henrik
in: Energy and Buildings, vol: 50, pages: 273-281, 2011

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2012     |    DOI: https://doi.org/10.1016/j.enbuild.2012.03.046

 

Model predictive control for a smart solar tank based on weather and consumption forecasts

Halvgaard, Rasmus ; Bacher, Peder ; Perers, Bengt ; Andersen, Elsa ; Furbo, Simon ; Jørgensen, John Bagterp ; Poulsen, Niels Kjølstad ; Madsen, Henrik
in: Energy Procedia, vol: 30, pages: 270-278, 2011
Presented at:
1st International Conference on Solar Heating and Coolingfor Buildings and Industry (SHC 2012)

Type: Conference article (Peer reviewed)

Status: Published     |    Year: 2012     |    DOI: https://doi.org/10.1016/j.egypro.2012.11.032