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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2016
 

Modeling and Prediction Using Stochastic Differential Equations

Juhl, Rune ; Møller, Jan Kloppenborg ; Jørgensen, John Bagterp ; Madsen, Henrik
part of: Prediction Methods for Blood Glucose Concentration, pages: 183-209, 2016, Springer

Type: Book chapter (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1007/978-3-319-25913-0_10

2015
 

Control of Electricity Loads in Future Electric Energy Systems

Madsen, Henrik ; Parvizi, Jacopo ; Halvgaard, Rasmus Fogtmann ; Sokoler, Leo Emil ; Jørgensen, John Bagterp ; Hansen, Lars Henrik ; Hilger, Klaus Baggesen
part of: Handbook of Clean Energy Systems, 2015, Wiley

Type: Book chapter (Peer reviewed)

Status: Published     |    Year: 2015

  PDF

Integrated energy systems; aggregation, forecasting, and control

Madsen, Henrik ; Parvizi, Jacopo ; Sempreviva, Anna Maria ; Bindner, Henrik W. ; Dent, Chris ; Mackensen, Reinhard
part of: DTU International Energy Report 2015, pages: 34-40, 2015, Technical University of Denmark (DTU)

Type: Book chapter

Status: Published     |    Year: 2015

  PDF

Integrated energy systems modelling

Karlsson, Kenneth ; Skytte, Klaus ; Morthorst, Poul Erik ; Bacher, Peder ; Madsen, Henrik
part of: DTU International Energy Report 2015, pages: 23-33, 2015, Technical University of Denmark (DTU)

Type: Book chapter (Peer reviewed)

Status: Published     |    Year: 2015

  PDF

Space-time trajectories of wind power generation: Parameterized precision matrices under a Gaussian copula approach

Tastu, Julija ; Pinson, Pierre ; Madsen, Henrik
part of: Modeling and Stochastic Learning for Forecasting in High Dimensions, pages: 267-296, 2015, Springer
Presented at:
International Workshop on Industry Practices for Forecasting

Type: Book chapter (Peer reviewed)

Status: Published     |    Year: 2015     |    DOI: https://doi.org/10.1007/978-3-319-18732-7_14

 

Statistics for Finance

Lindström, Erik ; Madsen, Henrik ; Nielsen, Jan Nygaard

Type: Book

Status: Published     |    Year: 2015

2014
 

Integrating Renewables in Electricity Markets

Morales González, Juan Miguel ; Conejo, Antonio J. ; Madsen, Henrik ; Pinson, Pierre ; Zugno, Marco

Type: Book (Peer reviewed)

Status: Published     |    Year: 2014     |    DOI: https://doi.org/10.1007/978-1-4614-9411-9

  PDF

Wind resource assessment and wind power forecasting

Madsen, Henrik ; Morales, Juan Miguel ; Trombe, Pierre-Julien ; Giebel, Gregor ; Ejsing Jørgensen, Hans ; Pinson, Pierre
part of: DTU International Energy Report 2014, pages: 72-78, 2014, Technical University of Denmark (DTU)

Type: Book chapter (Peer reviewed)

Status: Published     |    Year: 2014

2011
 

Introduction to general and generalized linear models

Madsen, Henrik ; Thyregod, Poul

Type: Book (Peer reviewed)

Status: Published     |    Year: 2011

2010
 

Dynamic testing, analysis and modelling

Bloem, J.J. ; Baker, P.H. ; Strachen, P. ; Madsen, Henrik ; Vandaele, L.
part of: Stimulating increased energy efficiency and better building ventilation, pages: 473-500, 2010

Type: Book chapter (Peer reviewed)

Status: Published     |    Year: 2010

 

Nonlinear Model Predictive Control for an Artificial Beta-Cell

Boiroux, Dimitri ; Finan, Daniel Aaron ; Jørgensen, John Bagterp ; Poulsen, Niels Kjølstad ; Madsen, Henrik
part of: Recent Advances in Optimization and its Applications in Engineering, pages: 299-308, 2010, Springer

Type: Book chapter (Peer reviewed)

Status: E-pub ahead of print     |    Year: 2010

2009
 

Geolocating fish using Hidden Markov Models and Data Storage Tags

Thygesen, Uffe Høgsbro ; Pedersen, Martin Wæver ; Madsen, Henrik
part of: Tagging and Tracking of Marine Animals with Electronic Devices, pages: 277-293, 2009, Springer

Type: Book chapter (Peer reviewed)

Status: Published     |    Year: 2009     |    DOI: https://doi.org/10.1007/978-1-4020-9640-2_17

2007
 

New Extended Kalman Filter Algorithms for Stochastic Differential Algebraic Equations

Jørgensen, John Bagterp ; Kristensen, Morten Rode ; Thomsen, Per Grove ; Madsen, Henrik
part of: Assessment and Future Direction of Nonlinear Model Predictive Control, pages: 359-366, 2007

Type: Book chapter (Peer reviewed)

Status: Published     |    Year: 2007

 

Time series analysis

Madsen, Henrik

Type: Book (Peer reviewed)

Status: Published     |    Year: 2007

2006
 

An Introduction to Generalized Linear Models.

Thyregod, Poul ; Madsen, Henrik

Type: Book

Status: Published     |    Year: 2006

 

Introduction to Wind Technology

Giebel, G. ; Landberg, L. ; Madsen, Henrik ; Nielsen, Torben Skov ; Nielsen, Henrik Aalborg
part of: Lecture Series 2006-02, 2006

Type: Book chapter (Peer reviewed)

Status: Published     |    Year: 2006

2004
 

Statistics in Finance

Madsen, Henrik ; Nielsen, Jan Nygaard ; Lindström, Erik ; Baadsgaard, Mikkel ; Holst, Jan

Type: Book

Status: Published     |    Year: 2004

2003
 

An investigation of some tools for process model identification for prediction

Kristensen, Niels Rode ; Madsen, Henrik ; Jørgensen, Sten Bay
part of: Dynamic Model Development, pages: 41-62, 2003, Elsevier

Type: Book chapter (Peer reviewed)

Status: Published     |    Year: 2003

1998
 

Stratistics in Finance

Madsen, Henrik ; Nielsen, Jan Nygaard ; Baadsgaard, Mikkel

Type: Book

Status: Published     |    Year: 1998

1997
 

Lecture notes for Advanced Time Series Analysis

Madsen, Henrik ; Holst, Jan

Type: Book (Peer reviewed)

Status: Published     |    Year: 1997

 

On Optical Flow Estimation in Radar Images for Precipitation Forecasting

Tamstorf, Rasmus Peter ; Madsen, Henrik ; Carstensen, Jens M.
part of: Operational Water Management, Refsgaard & Karalis (eds), pages: 65-72, 1997, CRC Press/Balkema, Rotterdam

Type: Book chapter (Peer reviewed)

Status: Published     |    Year: 1997

1995
 

Off-line Wind Power Prediction Tool. Version 1.0 - Users Manual

Nielsen, Henrik Aalborg ; Madsen, Henrik

Type: Book (Peer reviewed)

Status: Published     |    Year: 1995

1992
1990
1989
 

Tidsrækkeanalyse

Madsen, Henrik

Type: Book

Status: Published     |    Year: 1989