Publications 2016

Book chapters

  • Juhl, R, Møller, JK, Jørgensen, JB & Madsen, H 2016, Modeling and Prediction Using Stochastic Differential Equations. in H Kirchsteiger, J Bagterp Jørgensen, E Renard & L del Re (eds), Prediction Methods for Blood Glucose Concentration: Design, Use and Evaluation. Springer, pp. 183-209. Lecture Notes in Bioengineering, , 10.1007/978-3-319-25913-0_10

Journal articles


  • Zugno, M, Morales González, JM & Madsen, H 2016, Commitment and dispatch of heat and power units via affinely adjustable robust optimization Computers & Operations Research, vol 75, pp. 191-201. DOI: 10.1016/j.cor.2016.06.002
  • Nystrup, P, Hansen, BW, Madsen, H & Lindström, E 2016, Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation Journal of Asset Management, vol 17, no. 5, pp. 361-374. DOI: 10.1057/jam.2016.12
  • Saez Gallego, J, Morales González, JM, Zugno, M & Madsen, H 2016, A Data-Driven Bidding Model for a Cluster of Price-Responsive Consumers of Electricity I E E E Transactions on Power Systems, vol 31, no. 6, pp. 5001-5011. DOI: 10.1109/TPWRS.2016.2530843
  • Liisberg, JAR, Møller, JK, Bloem, H, Cipriano, J, Mor, G & Madsen, H 2016, Hidden Markov Models for indirect classification of occupant behaviour Sustainable Cities and Society, vol 27, pp. 83-98. DOI: 10.1016/j.scs.2016.07.001
  • Bacher, P, de Saint-Aubain, PA, Christiansen, LE & Madsen, H 2016, Non-parametric method for separating domestic hot water heating spikes and space heating Energy and Buildings, vol 130, pp. 107-112. DOI: 10.1016/j.enbuild.2016.08.037
  • Nystrup, P, Madsen, H & Lindström, E 2016, Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters Journal of Forecasting. DOI: 10.1002/for.2447
  • Halvgaard, RF, Vandenberghe, L, Poulsen, NK, Madsen, H & Jørgensen, JB 2016, Distributed Model Predictive Control for Smart Energy Systems IEEE Transactions on Smart Grid, vol 7, no. 3, pp. 1675-1682. DOI: 10.1109/TSG.2016.2526077 (pdf)

  • Löwe, R, Madsen, H & McSharry, P 2016, Objective Classification of Rainfall in Northern Europe for Online Operation of Urban Water Systems Based on Clustering Techniques Water, vol 8, no. 3, 87., 10.3390/w8030087
  • Löwe, R, Vezzaro, L, Mikkelsen, PS, Grum, M & Madsen, H 2016, Probabilistic runoff volume forecasting in risk-based optimization for RTC of urban drainage systems Environmental Modelling & Software, vol 80, pp. 143-158., 10.1016/j.envsoft.2016.02.027(pdf)
  • Møller, JK, Zugno, M & Madsen, H 2016, Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models Journal of Forecasting, vol 35, no. April, pp. 189-205., 10.1002/for.2367 (pdf)
  • Rasmussen, LB, Bacher, P, Madsen, H, Nielsen, HA, Heerup, C & Green, T 2016, Load forecasting of supermarket refrigeration Applied Energy, vol 163, no. Februar 2016, pp. 32-40., 10.1016/j.apenergy.2015.10.046
  • Nielsen, MG, Morales González, JM, Zugno, M, Pedersen, TE & Madsen, H 2015, Economic valuation of heat pumps and electric boilers in the Danish energy system Applied Energy., 10.1016/j.apenergy.2015.08.115 (pdf)
  • Iversen, JEB, Morales González, JM, Møller, JK & Madsen, H 2015, Short-term Probabilistic Forecasting of Wind Speed Using Stochastic Differential Equations International Journal of Forecasting., 10.1016/j.ijforecast.2015.03.001 (pdf)

  • Saez-Gallego, Javier; Morales González, Juan Miguel; Zugno, Marco; Madsen, Henrik. A Data-driven Bidding Model for a Cluster of Price-responsive Consumers of Electricity. In: I E E E Transactions on Power Systems, 2016

Article in proceedings

  • Jørgensen, JB, Sokoler, LE, Standardi, L, Halvgaard, RF, Hovgaard, TG, Frison, G, Poulsen, NK & Madsen, H 2016, Economic MPC for a linear stochastic system of energy units. in Proceedings of the 15th European Control Conference (ECC16) . IEEE, pp. 903-909. DOI: 10.1109/ECC.2016.7810404
  • Albeanu, G, Madsen, H & Popentiu-Vladicescu, F 2016, Learning from nature: Nature-inspired algorithms. in I Roceanu (ed.), eLearning Vision 2020! Proceedings of the 12th International Scientific Conference “eLearning and Software for Education”. vol. 2, Carol I National Defence University Publishing House, pp. 477-482. DOI: 10.12753/2066-026X-16-158
  • Boiroux, D, Juhl, R, Madsen, H & Jørgensen, JB 2016, An Efficient UD-Based Algorithm for the Computation of Maximum Likelihood Sensitivity of Continuous-Discrete Systems. in Proceedings of the 55th IEEE Conference on Decision and Control (CDC 2016). IEEE, pp. 3048-3053.
  • Mahmoudi, Z, Wendt, SL, Boiroux, D, Hagdrup, M, Nørgaard, K, Poulsen, NK, Madsen, H & Jørgensen, JB 2016, Comparison of Three Nonlinear Filters for Fault Detection in Continuous Glucose Monitors. in Proceedings of the 38th Annual International Conference of the IEEE Engineering in Medicine and Biology Society (EMBC’2016). IEEE, pp. 3507-3510.
  • Mahmoudi, Z, Boiroux, D, Hagdrup, M, Nørgaard, K, Poulsen, NK, Madsen, H & Jørgensen, JB 2016, Application of the Continuous-Discrete Extended Kalman Filter for Fault Detection in Continuous Glucose Monitors for Type 1 Diabetes. in Proceedings of the 15th annual European Control Conference (ECC ’16). IEEE, pp. 714-719.
  • Boiroux, D, Hagdrup, M, Mahmoudi, Z, Poulsen, NK, Madsen, H & Jørgensen, JB 2016, An Ensemble Nonlinear Model Predictive Control Algorithm in an Artificial Pancreas for People with Type 1 Diabetes. in Proceedings of the 15th annual European Control Conference (ECC ’16). IEEE, pp. 2115-2120.
  • Hagdrup, M, Boiroux, D, Mahmoudi, Z, Madsen, H, Poulsen, NK, Poulsen, B & Jørgensen, JB 2016, On the significance of the noise model for the performance of a linear MPC in closed-loop operation. in IFAC-PapersOnLine. vol. 49, Elsevier Science, pp. 171-176. IFAC-PapersOnLine, DOI: 10.1016/j.ifacol.2016.07.241

Conference abstract for conferences

  • Madsen, H, Parvizi, J & Bacher, P 2016, Smart-Energy Operating-System – A Framework for Implementing Flexible Electric Energy Systems in Smart Cities Sustain-ATV Conference 2016, Kgs. Lyngby, Denmark, 30/11/2016 – 30/11/2016,
  • Wendt, SL, Møller, JK, Haidar, A, Bysted, BV, Knudsen, CB, Madsen, H & Jørgensen, JB 2016, Model of the Glucose-Insulin-Glucagon Dynamics after Subcutaneous Administration of a Glucagon Rescue Bolus in Healthy Humans The American Diabetes Association’s 76th Scientific Sessions (ADA 2016), New Orleans, Louisiana, United States, 10/06/2016 – 14/06/2016,
  • Wendt, SL, Boye Knudsen, C, Jørgensen, JB, Madsen, H & Haidar, A 2016, Modelling the glucose-insulin-glucagon dynamics after subcutaneous administration of native glucagon and a novel glucagon analogue in dogs 9th International Conference on Advanced Technologies and Treatments for Diabetes (ATTD 2016), Milan, Italy, 03/02/2016 – 06/02/2016, (pdf)

Conference articles

  • Boiroux, D, Hagdrup, M, Mahmoudi, Z, Poulsen, NK, Madsen, H & Jørgensen, JB 2016, Model Identification using Continuous Glucose Monitoring Data for Type 1 Diabetes IFAC-PapersOnLine, vol 49, no. 7, pp. 759-764. DOI: 10.1016/j.ifacol.2016.07.279

Papers

  • Wendt, SL, Møller, JK, Haidar, A, Knudsen, CB, Madsen, H & Jørgensen, JB 2016, Modelling of glucose-insulin-glucagon pharmacodynamics in man Paper presented at 38th Annual International Conference of the IEEE Engineering in Medicine and Biology Society (EMBC’16), Orlando, FL, United States, 16/08/2016 – 20/08/2016,

Ph.D. theses

  • Kaspersen, PS, Drews, M, Arnbjerg-Nielsen, K & Madsen, H 2016, Impacts of urban development and climate change in exposing cities to pluvial flooding. Ph.D. thesis, Technical University of Denmark (DTU).
  • Saez Gallego, J & Madsen, H 2016, Inverse Optimization and Forecasting Techniques Applied to Decision-making in Electricity Markets. Ph.D. thesis, Technical University of Denmark (DTU), Kgs. Lyngby. DTU Compute PHD-2016, no. 425
  • Parvizi, J, Madsen, H & Jørgensen, JB 2016, Modeling and Control for Price Responsive Electricity Loads. Ph.D. thesis, Technical University of Denmark (DTU), Kgs. Lyngby. DTU Compute PHD-2016, no. 427
  • Juhl, R, Madsen, H & Møller, JK 2016, Statistical modelling using CTSM-R. Ph.D. thesis, Technical University of Denmark (DTU), Kgs. Lyngby. DTU Compute PHD-2016, no. 380
  • O’Connell, N & Madsen, H 2015, Approaches for Accommodating Demand Response in Operational Problems and Assessing its Value. Ph.D. thesis, Technical University of Denmark (DTU), Kgs. Lyngby. DTU Compute PHD-2015, no. 401
  • Sokoler, Leo Emil; Jørgensen, John Bagterp (Main supervisor); Madsen, Henrik (Supervisor); Poulsen, Niels Kjølstad (Supervisor). Methods and Algorithms for Economic MPC in Power Production Planning. Kgs. Lyngby : Technical University of Denmark (DTU), 2015. 247 p. (DTU Compute PHD-2015; No. 377).
  • Iversen, Jan Emil Banning; Madsen, Henrik (Main supervisor); Morales González, Juan Miguel (Supervisor); Møller, Jan Kloppenborg (Supervisor). Probabilistic Approaches to Energy Systems. Kgs. Lyngby : Technical University of Denmark (DTU), 2016. 175 p. (DTU Compute PHD-2015; No. 363).

Posters

  • Wendt, SL, Møller, JK, Haidar, A, Bysted, BV, Knudsen, CB, Madsen, H & Jørgensen, JB 2016, Model of the Glucose-Insulin-Glucagon Dynamics after Subcutaneous Administration of a Glucagon Rescue Bolus in Healthy Humans The American Diabetes Association’s 76th Scientific Sessions (ADA 2016), New Orleans, Louisiana, United States, 10/06/2016 – 14/06/2016,
  • Wendt, SL, Boye Knudsen, C, Jørgensen, JB, Madsen, H & Haidar, A 2016, Modelling the glucose-insulin-glucagon dynamics after subcutaneous administration of native glucagon and a novel glucagon analogue in dogs 9th International Conference on Advanced Technologies and Treatments for Diabetes (ATTD 2016), Milan, Italy, 03/02/2016 – 06/02/2016, (pdf)

Reports

  • Wendt, SL, Møller, JK, Boye Knudsen, C, Madsen, H, Haidar, A & Jørgensen, JB 2016, PK/PD modelling of glucose-insulin-glucagon dynamics in healthy dogs after a subcutaneous bolus administration of native glucagon or a novel glucagon analogue. Technical University of Denmark (DTU), Kgs. Lyngby. DTU Compute-Technical Report-2016, no. 2