Publications 2005-2009

Publications 2009

Book chapters

  • Thygesen, Uffe Høgsbro; Pedersen, Martin Wæver; Madsen, Henrik. Geolocating fish using Hidden Markov Models and Data Storage Tags. Tagging and Tracking of Marine Animals with Electronic Devices: Volume 8 reviews: methods and technologies in fish biology and fisheries. ed. / J.L. Nielsen. Vol. Part 2: Geolocation Methods Springer, 2009. p. 277-293 (Reviews: Methods and Technologies in Fish Biology and Fisheries; No. 9). (Reviews: Methods and Technologies in Fish Biology and Fisheries, Vol. 9).

Journal articles

  • Pinson, Pierre; Nielsen, Henrik Aalborg; Madsen, Henrik; Kariniotakis, G. Skill forecasting from ensemble predictions of wind power. In: Applied Energy, Vol. 86, No. 7-8, 2009, p. 1326-1334. (pdf)
  • Pinson, Pierre; Nielsen, Torben Skov; Nielsen, Henrik Aalborg; Poulsen, Niels Kjølstad; Madsen, Henrik. Temperature prediction at critical points in district heating systems. In: European Journal of Operational Research, Vol. 194, No. 1, 2009, p. 163-176. (pdf)
  • Pinson, Pierre; Papaefthymiou, George; Klockl, Bernd; Nielsen, Henrik Aalborg; Madsen, Henrik. From probabilistic forecasts to statistical scenarios of short-term wind power production. In: Wind Energy, Vol. 12, No. 1, 2009, p. 51-62. (pdf)
  • Pinson, Pierre; Madsen, Henrik. Ensemble-based Probabilistic Forecasting at Horns Rev. In: Wind Energy, Vol. 12, No. 2, 2009, p. 137-155. (pdf)
  • Friling, N.; Jimenez, M.J.; Bloem, H.; Madsen, Henrik. Modelling the heat dynamics of building integrated and ventilated photovoltaic modules. In: Energy and Buildings, Vol. 41, No. 10, 2009, p. 1051-1057. (pdf)
  • Møller, Jan Kloppenborg; Carstensen, Niels Jacob; Madsen, Henrik; Andersen, Tom. Dynamic two state stochastic models for ecological regime shifts. In: Environmetrics, Vol. 20, No. 9, 2009, p. 912-927. (pdf)
  • Bacher, Peder; Madsen, Henrik; Nielsen, Henrik Aalborg. Online short-term solar power forecasting. In: Solar Energy, Vol. 83, No. 10, 2009, p. 1772-1783. (pdf)
  • Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Madsen, Henrik. Modelling bacterial growth in rich media with a non-parametric extension to an SDE based Model. In: Biometrics, 2009. (pdf unavailable at this time)
  • Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik. Population stochastic modelling (PSM)-An R package for mixed-effects models based on stochastic differential equations. In: Computer Methods and Programs in Biomedicine, Vol. 94, No. 3, 2009, p. 279-289. (pdf)

Article in proceedings

  • Jónsson, Tryggvi; Pinson, Pierre; Madsen, Henrik; Nielsen, Henrik Aalborg, Orlov til 31.07.2009. Forecasting day-ahead electricity prices and regulation costs in markets with significant wind power penetration. Proceedings of the EWEC’09, European Wind Energy Conference 2009. 2009.
  • Pinson, Pierre; McSharry, Patrick; Madsen, Henrik. On the reliability assessment of density forecasts of continuous variables with reliability diagrams. Proc. of the International Symposium on Forecasting 2009. 2009.

Ph.D. theses

  • Klim, Søren; Madsen, Henrik (Supervisor); Kristensen, Niels Rode (Supervisor). Predictive tools for designing new insulins and treatment regimens. Kgs. Lyngby : Technical University of Denmark, DTU Informatics, Building 321, 2009. (IMM-PHD-2009-216). (pdf)
  • Frydendall, Jan; Madsen, Henrik (Supervisor); Sørensen, Jacob Viborg Tornfeldt (Supervisor). Data Assimilation in Marine Models. Kgs. Lyngby, Denmark : Technical University of Denmark (DTU), 2009. (IMM-PHD-2009-217). (pdf)
  • Pedersen, Lisbeth; Madsen, Henrik (Supervisor); Jensen, Niels Einar (Supervisor). Identification and Quantification of Uncertainties Related to Using Distributed X-band Radar Estimated Precipitation as input in Urban Drainage Models. Kgs. Lyngby, Denmark : Technical University of Denmark (DTU), 2009. (The PhD is an Industrial PhD and the work has been conducted in a cooperation between DHI Weather Radar Systems, (Chief Engineer, Niels Einar Jensen), and DTU Informatics, the Technical University of Denmark.). (pdf)

Posters

  • Finan, Daniel Aaron; Duun-Christensen, Anne Katrine; Schmidt, Signe; Boiroux, Dimitri; Jørgensen, John Bagterp; Nørgaard, Kirsten; Jensen, Peter Ruhdal; Poulsen, Niels Kjølstad; Madsen, Henrik. DiaCon: an interdisciplinary approach to diabetes control. 2009. Poster session presented at Advanced Technology and Treatments for Diabetes Conference, .
  • Finan, Daniel Aaron; Nørgaard, Kirsten; Bengtsson, Henrik; Poulsen, Jens Ulrik; Jørgensen, John Bagterp; Poulsen, Niels Kjølstad; Madsen, Henrik. Glucose modeling and prediction using physical activity variables. 2009. Poster session presented at Diabetes Technology Meeting, .

Reports

  • Pinson, Pierre; Madsen, Henrik; Nielsen, Henrik Aalborg, Orlov til 31.07.2009; Nielsen, Torben Skov; Giebel, Gregor; Lange, Matthias. Communication of wind power forecast uncertainty: towards a standard. 2009. (EU project Anemos.plus, Deliverable Report D-1.10). (pdf)
  • Møller, Jan Kloppenborg; Carstensen, Niels Jacob; Madsen, Henrik. Parameter Estimation in State Space Models with Multiplicative Noise – Examples. Kgs. Lyngby : Technical University of Denmark, DTU Informatics, Building 321, 2009. (IMM-Technical Report-2009-06). (pdf)
  • Pinson, Pierre; Madsen, Henrik. Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models. Kgs. Lyngby : Technical University of Denmark, DTU Informatics, Building 321, 2009. (IMM-Technical Report-2009-11).
  • Sørensen, Poul Ejnar; Pinson, Pierre; Cutululis, Nicolaos Antonio; Madsen, Henrik; Jensen, Leo Enrico; Hjerrild, Jesper; Heyman Donovan, Martin; Runge Kristoffersen, Jesper; Vigueras-Rodríguez, Antonio. Power fluctuations from large wind farms – Final report. Roskilde : Danmarks Tekniske Universitet, Risø Nationallaboratoriet for Bæredygtig Energi, 2009. 49 p. (Denmark. Forskningscenter Risoe. Risoe-R; No. 1711(EN)). (pdf)
  • Pinson, Pierre; Madsen, Henrik. Ensemble-based forecasting at Horns Rev: Ensemble conversion and kernel dressing. Lyngby : Technical University of Denmark, DTU Informatics, Building 321, 2009. (IMM-Technical Report-2009-01).

Sound/Visual presentations (digital)

  • Finan, Daniel Aaron (Author); Jørgensen, John Bagterp (Author); Poulsen, Niels Kjølstad (Author); Madsen, Henrik (Author). Improvements to least-squares model identification: an application to diabetes modeling. 2009. 2009 AIChE Annual Meeting, Nashville, TN, United States, 08/11/09.

Publications 2008

Journal articles

  • Sørensen, Poul Ejnar; Cutululis, Nicolaos Antonio; Vigueras-Rodriguez, Antonio; Madsen, Henrik; Pinson, Pierre; Jensen, Leo; Hjerrild, Jesper; Donovan, M. Modelling of power fluctuations from large offshore wind farms. In: Wind Energy, Vol. 11, No. 1, 2008, p. 29-43. (pdf)
  • Pinson, Pierre; Christensen, Lasse; Madsen, Henrik; Sørensen, Poul Ejnar; Donovan, Martin Heyman; Jensen, Leo E. Regime-switching modelling of the fluctuations of offshore wind generation. In: Journal of Wind Engineering & Industrial Aerodynamics, Vol. 96, No. 12, 2008, p. 2327-2347. (pdf)
  • Pinson, Pierre; Nielsen, Henrik Aalborg; Madsen, Henrik; Nielsen, Torben Skov. Local linear regression with adaptive orthogonal fitting for the wind power application. In: Statistics and Computing, Vol. 18, No. 1, 2008, p. 59-71. (pdf)
  • Pastell, Matti; Madsen, Henrik. Application of CUSUM charts to detect lameness in a milking robot. In: Expert Systems with Applications, Vol. 35, No. 4, 2008, p. 2032-2040. (pdf)
  • Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Mandsberg, Lotte Frigaard; Ciufo, Oana; Madsen, Henrik. Maximum Likelihood based comparison of the specific growth rates for P. aeruginosa and four mutator strains. In: Journal of Microbiological Methods, Vol. 75, No. 3, 2008, p. 551-557. (pdf)
  • Jimenez, M.J.; Madsen, Henrik. Models for describing the thermal characteristics of building components. In: Building and Environment, Vol. 43, No. 2, 2008, p. 152-162. (pdf)
  • Møller, Jan Kloppenborg; Nielsen, Henrik Aalborg; Madsen, Henrik. Time-adaptive quantile regression. In: Computational Statistics & Data Analysis, Vol. 52, No. 3, 2008, p. 1292-1303. (pdf)
  • Jimenez, M.J.; Madsen, Henrik; Bloem, J.J.; Dammann, Bernd. Estimation of non-linear continuous time models for the heat exchange dynamics of building integrated photovoltaic modules. In: Energy and Buildings, Vol. 40, No. 2, 2008, p. 157-167. (pdf)
  • Pinson, Pierre; Giebel, Gregor; Madsen, Henrik. Forecasting of wind generation – The wind power of tomorrow on your screen today!. In: Windtech International, Vol. 4, No. 8, 2008, p. 32-35. (pdf)
  • Costa, A.; Crespo, A.; Navarro, J.; Lizcano, G.; Madsen, Henrik; Feitosa, E. A review on the young history of the wind power short-term prediction. In: Renewable & Sustainable Energy Reviews, Vol. 12, No. 6, 2008, p. 1725-1744. (pdf)
  • Pedersen, Martin Wæver; Righton, David; Thygesen, Uffe Høgsbro; Andersen, Ken Haste; Madsen, Henrik. Geolocation of North Sea cod (Gadus morhua) using Hidden Markov Models and behavioural switching. In: Canadian Journal of Fisheries and Aquatic Sciences, Vol. 65, No. 11, 2008, p. 2367-2377. (pdf)
  • Jimenez, M.J.; Madsen, Henrik; Andersen, Klaus Kaae. Identification of the main thermal characteristics of building components using MATLAB. In: Building and Environment, Vol. 43, No. 2, 2008, p. 170-180. (pdf)
  • Christiansen, Lasse Engbo; Andersen, Jens Strodl; Wegener, Henrik Caspar; Madsen, Henrik. Estimating the parameters of a stochastic differential equation model of bacterial growth. In: Biometrics, 2008. (pdf unavailable at this time)

Article in proceedings

  • Pinson, Pierre; Madsen, Henrik. Probabilistic forecasting of wind power at the minute time-scale with Markov-switching autoregressive models. Proceedings of IEEE PMAPS 2008, ‘Probabilistic Methods Appllied to power Systems’. IEEE, 2008. p. 1-8. (pdf)
  • Pinson, Pierre; Madsen, Henrik; Sørensen, Poul Ejnar; Kristoffersen, Jesper Runge; Jensen, Leo E. Forecasting the potential magnitude of power fluctuations at large offshore wind farms with an adaptive Markov-switching approach. Proceedings of the European Wind Energy Conference 2008: (Scientific Track). 2008.
  • Pinson, Pierre; Madsen, Henrik; Giebel, Gregor; Kariniotakis, George; von Bremen, Lueder; Marti, Ignacio. Forecasting of wind generation: recent advances and future challenges. Proceedings of the European Wind Energy Conference 2008. 2008.
  • Moehrlen, Corinna; Jørgensen, Jess; Pinson, Pierre; Madsen, Henrik; Lange, Bernhard; Cali, Ummit; Giebel, Gregor; Tøfting, John; Kristoffersen, Jesper Runge. HRensembleHR project progress in applying short-range ensemble forecasts for offshore wind power. Proceedings of the European Wind Energy Conference 2008. 2008.
  • Pinson, Pierre; Madsen, Henrik; Nielsen, Henrik Aalborg, Orlov til 31.07.2009; Nielsen, Torben Skov; Poulsen, Niels Kjølstad. Modelling the nonlinear temperature response of district heating systems for model predictive control applications. Proccedings of the 11th International Symposium on District Heating and Cooling. 2008.
  • Jonsson, Tryggvi; Madsen, Henrik; Pinson, Pierre. The effects of wind power forecasts on electricity spot prices in Denmark. Proceedings of the European Wind Energy Conference 2008. 2008.
  • Vlasova, Julija; Kotwa, Ewelina; Nielsen, Henrik Aalborg, Orlov til 31.07.2009; Madsen, Henrik; Pinson, Pierre. Spatio-temporal modeling of wind power prediction errors. Proceedings of the European Wind Energy Conference 2008. 2008.
  • Pinson, Pierre (Invited author); Madsen, Henrik (Invited author). From meteorological ensembles to reliable probabilistic forecasts of wind generation.Proceedings of the 28th Annual International Symposium on Forecasting. 2008.

Ph.D. theses

  • Davidescu, Florin Paul; Madsen, Henrik (Supervisor); Jørgensen, Sten Bay (Supervisor). Optimal Experimental Design for Grey Box Models. 2008. 234 p. (pdf)

Posters

  • Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Aarestrup, Frank Møller; Madsen, Henrik. Simulation Study for Transfer of Antibiotic Resistance via Mutator Subpopulation. 2008. Poster session presented at 1st International Conference on Infectious Disease Dynamics, Asilomar, CA, United States.
  • Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Madsen, Henrik; Mandsberg, Lotte Frigaard. Mathematical model for the growth of P. aeruginosa and four mutator strains in sub-MIC concentration of Ciprofloxacin. 2008. Poster session presented at 1st ASM Conference on Antimicrobial Resistance in Zoonotic Bacteria and Foodborne Pathogens, Copenhagen, Denmark.

Reports

  • Sørensen, Poul Ejnar; Togeby, Mikael; Ackermann, Thomas; Chandrashekhara, Divya K; Horstmann, Jørgen Peter Frederik; Jóhannsson, Hjörtur; Nielsen, Arne Hejde; Nyeng, Preben; Rasmussen, Tonny Wederberg; Xu, Zhao; Østergaard, Jacob; Madsen, Henrik; Pinson, Pierre; Poulsen, Bjarne; Poulsen, Niels Kjølstad; Cronin, Tom; Hansen, Anca Daniela; Jensen, Stine Grenaa; Meibom, Peter; Juul, Nina; Nørgård, Per Bromand. Ecogrid.dk Phase 1 WP4 report: New measures for integration of large scale renewable energy. Danmarks Tekniske Universitet, Risø Nationallaboratoriet for Bæredygtig Energi, 2008. (pdf)
  • Mortensen, Stig Bousgaard; Jónsdóttir, Anna Helga; Klim, Søren; Madsen, Henrik. Introduction to PK/PD modelling – with focus on PK and stochastic differential equations. Lyngby : Technical University of Denmark, DTU Informatics, Building 321, 2008. (IMM-Technical Report-2008-16). (pdf)
  • Møller, Jan Kloppenborg; Madsen, Henrik; Nielsen, Henrik Aalborg, Orlov til 31.07.2009. Combined Forecast and Quantile Regression for Wind Power Prediction. Lyngby : Technical University of Denmark, DTU Informatics, Building 321, 2008. (IMM-Technical Report-2007-19). (pdf)

Sound/Visual presentations (digital)

  • Philipsen, Kirsten Riber (Author); Christiansen, Lasse Engbo (Author); Madsen, Henrik (Author). Using random walk in models specified by stochastic differential equations to determine the best expression for the bacterial growth rate. 2008. International Biometic Conference, Dublin, Ireland, 01/01/08.

Publications 2007

Books

  • Madsen, Henrik. Time series analysis. Chapman & Hall, 2007. 400 p.

Book chapters

  • Jørgensen, John Bagterp; Kristensen, Morten Rode; Thomsen, Per Grove; Madsen, Henrik. New Extended Kalman Filter Algorithms for Stochastic Differential Algebraic Equations. Assessment and Future Direction of Nonlinear Model Predictive Control: NMPC’05. 2007. p. 359-366.

Journal articles

  • Lindblom, Erik Ulfson; Madsen, Henrik; Mikkelsen, Peter Steen. Comparative uncertainty analysis of copper loads in stormwater systems using GLUE and grey-box modeling. In: Water Science and Technology, Vol. 56, No. 6, 2007, p. 11-18. (pdf)
  • Sørensen, Poul Ejnar; Cutululis, Nicolaos Antonio; Vigueras-Rodriguez, Antonio; Jensen, Leo E.; Hjerrild, Jens; Donovan, Martin H.; Madsen, Henrik. Power Fluctuations From Large Wind Farms. In: I E E E Transactions on Power Systems, Vol. 22, No. 3, 2007, p. 958-965. (pdf)
  • Overgaard, Rune Viig; Holford, Nick; Rytved, K. A.; Madsen, Henrik. PKPD model of interleukin-21 effects on thermoregulation in monkeys – Application and evaluation of stochastic differential equations. In: Pharmaceutical Research, Vol. 24, No. 2, 2007, p. 298-309. (pdf)
  • Pinson, Pierre; Nielsen, Henrik Aalborg; Møller, Jan Kloppenborg; Madsen, Henrik; Kariniotakis, Georges. Non-parametric probabilistic forecasts of wind power: required properties and evaluation. In: Wind Energy, Vol. 10, No. 6, 2007, p. 497-587. (pdf)
  • Jonsdottir, Harpa; Nielsen, Henrik Aalborg; Madsen, Henrik; Eliasson, J.; Palsson, Olafur Petur; Nielsen, M.K. Conditional parametric models for storm sewer runoff. In: Water Resources Research, Vol. 43, No. 5, 2007, p. W05443. (pdf)
  • Mortensen, Stig Bousgaard; Klim, Søren; Dammann, Bernd; Kristensen, Niels Rode; Madsen, Henrik; Overgaard, Rune Viig. A matlab framework for estimation of NLME models using stochastic differential equations. In: Journal of Pharmacokinetics and Pharmacodynamics, Vol. 34, No. 5, 2007, p. 623-642. (pdf)
  • Nielsen, Henrik Aalborg; Nielsen, Torben Skov; Madsen, Henrik; San Isidro Pindado, Maria J.; Marti, Ignacio. Optimal combination of wind power forecasts. In: Wind Energy, Vol. 10, No. 5, 2007, p. 471-482. (pdf)
  • Tornøe, Christoffer Wenzel; Agersø, Henrik; Senderovitz, Thomas; Nielsen, Henrik Aalborg; Madsen, Henrik; Karlsson, Mats O.; Jonsson, E. Niclas. Population pharmacokinetic/pharmacodynamic (PK/PD) modelling of the hypothalamic-pituitary-gonadal axis following treatment with GnRH analogues. In: British Journal of Clinical Pharmacology, Vol. 63, No. 6, 2007, p. 648-664. (pdf)

Article in proceedings

  • Madsen, H.; Falk, J.; Rosbjerg, Dan; Madsen, Henrik; Schrøder, N.; Mortensen, J.; Mortensen, B.; Kristensen, J.; Brandt, G. Real-time optimisation of groundwater management. ModelCARE 2007: 5th International Conference on Calibration and Reliability in Groundwater Modelling Credibility of Modelling, Copenhagen September 9-13, 2007. Vol. Pre-published Proceedings, volume 1 Copenhagen : COWIfonden, 2007. p. 206-210.
  • Pinson, Pierre; Madsen, Henrik; Sørensen, Poul E.; Cutululis, Nicolaos A. Adaptive Markov-switching modelling for offshore wind power fluctuations. Nordic Wind Power Conference, NWPC 2007, Roskilde, Denmark. 2007.
  • Jørgensen, John Bagterp; Thomsen, Per Grove; Madsen, Henrik; Kristensen, Morten Rode. A Computational Efficient and Robust Implementation of the Continuous-Discrete Extended Kalman Filter. Proceeding of the American Control Conference. 2007. (pdf)
  • Jørgensen, John Bagterp; Thomsen, Per Grove; Madsen, Henrik; Kristensen, Morten Rode. A Computationally Efficient and Robust Implementation of the Continuous-Discrete Extended Kalman Filter. American Control Conference, 2007. ACC ’07. IEEE, 2007.
  • Pedersen, Lisbeth; Jensen, N.E.; Madsen, Henrik. Network architecture for small X-band weather radars : Test bed for automatic inter-calibration and nowcasting. The 33rd Conference on Radar Meteorology, Cairns, Australia, 6-10 August. Vol. 12B.2 2007.
  • Landberg, Lars; Giebel, Gregor; Badger, Jake; Nielsen, Henrik Aalborg, Orlov til 31.07.2009; Nielsen, Torben Skov; Madsen, Henrik; Pinson, Pierre; Sattler, Kaj; Feddersen, Henrik; Vedel, Henrik. Ensemble predictions: Understanding uncertainties. Proceedings of the American Wind Power Conference 2007. Los Angeles, California : American WindPower, 2007.
  • Pinson, Pierre; Christensen, Lasse E.A.; Madsen, Henrik; Sørensen, Poul Ejnar; Donovan, Martin Heyman; Jensen, Leo E. Fluctuations of offshore wind generation: Statistical modelling. EWEC 2007, ‘European Wind Energy Conference’, Scientific Track, Milan, Italy. 2007.
  • Jørgensen, John Bagterp; Kristensen, Morten Rode; Thomsen, Per Grove; Madsen, Henrik. A Numerically Robust ESDIRK-Based Implementation of the Continuous-Discrete Extended Kalman Filter. European Control Conference 2007. 2007.
  • Nielsen, Henrik Aalborg; Pinson, Pierre; Christiansen, Lasse Engbo; Nielsen, Torben Skov; Madsen, Henrik; Badger, Jake; Giebel, Gregor; Ravn, Hans F. Improvement and automation of tools for short term wind power forecasting. EWEC 2007, ‘European Wind Energy Conference’, Scientific Track, Milan, Italy. 2007.
  • Davidescu, Florin Paul; Madsen, Henrik; Jørgensen, Sten Bay. Systematic qualitative experimental design based upon identifiability analysis. Computer Aided Chemical Engineering. Vol. 24 2007. p. 57-62.
  • Moehrlen, Corinna; Jørgensen, Jess; Pinson, Pierre; Madsen, Henrik; Kristoffersen, Jesper R. HRensembleHR – High Resolution Ensemble for Horns Rev. Proc of the 2007 European Offshore Wind Conference. 2007.
  • Pinson, Pierre (Invited author); Nielsen, Henrik Aalborg (Invited author); Madsen, Henrik (Invited author); Kariniotakis, G. (Invited author). Skill forecasting from different wind power ensemble prediction methods. The 2nd Conference on `The Science of Making Torque from Wind’, Lyngby, Denmark. 2007.

Conference abstract for conferences

  • Christiansen, Lasse Engbo; Andersen, Jens Strodl; Wegener, Henrik Caspar; Madsen, Henrik. Spatial scan statistics using elliptic windows. 2007. Abstract from 1st Nordic-Baltic Biometric Conference 2007, Foulum, Denmark.

Ph.D. theses

  • Nolsøe, Kim; Madsen, Henrik (Supervisor). Application of Parameter Estimation for Diffusions and Mixture Models. Kgs. Lyngby, Denmark : Technical University of Denmark, DTU Informatics, Building 321, 2007. (IMM-PHD-2006-168). (pdf)
  • Jonsdottir, Harpa; Madsen, Henrik (Supervisor); Palsson, Olafur Petur (Supervisor). Stochastic Modelling of Hydrologic Systems. 2007. (IMM-PHD-2006-150). (pdf)

Reports

  • Nielsen, Henrik Aalborg; Pinson, Pierre; Nielsen, Torben Skov; Christiansen, Lasse Engbo; Madsen, Henrik; Giebel, Gregor; Badger, Jake; Larsén, Xiaoli Guo; Ravn, Hans V.; Tøfting, John; Voulund, Lars. Intelligent wind power prediction systems : Final report. Informatics and Mathematical Modelling, Technical University of Denmark, DTU, 2007. (pdf)
  • Christiansen, Lasse Engbo; Nielsen, Henrik Aalborg; Nielsen, Torben Skov; Madsen, Henrik. Automatic selection of tuning parameters in wind power prediction. Informatics and Mathematical Modelling, Technical University of Denmark, DTU, 2007. (pdf)
  • Vlasova, Julia; Kotwa, Ewelina; Nielsen, Henrik Aalborg; Madsen, Henrik. Spatio-temporal modelling of short-term wind power prediction errors : 02004/FU5766 – Improved wind power prediction. Informatics and Mathematical Modelling, Technical University of Denmark, DTU, 2007. (IMM-Technical Report; No. 18). (pdf)
  • Jonsson, Tryggvi; Madsen, Henrik. The Effect of Wind Power on Electricity Prices in Denmark. Lyngby : Informatics and Mathematical Modelling, Technical University of Denmark, DTU, 2007. (IMM-Technical Report; No. 22). (pdf)
  • Thordarson, Fannar Ørn; Madsen, Henrik; Nielsen, Henrik Aalborg. Optimal combined wind power forecasts using exogenous variables : PSO2004/FU5766 Improved wind power prediction. Lyngby : Informatics and Mathematical Modelling, Technical University of Denmark, DTU, 2007. (IMM-Technical Report). (pdf)
  • Pinson, Pierre; Nielsen, Henrik Aalborg; Madsen, Henrik. Robust estimation of time-varying coefficient functions – Application to the modeling of wind power production. Informatics and Mathematical Modelling, Technical University of Denmark, DTU, 2007.
  • Pinson, Pierre; Møller, Jan Kloppenborg; Nielsen, Henrik Aalborg, orlov 31.07.2008; Madsen, Henrik; Kariniotakis, George N. Evaluation of Nonparametric Probabilistic Forecasts of Wind Power. Informatics and Mathematical Modelling, Technical University of Denmark, DTU, 2007. (pdf)
  • Pinson, Pierre; Nielsen, Torben Skov; Nielsen, Henrik Aalborg, orlov 31.07.2008; Poulsen, Niels Kjølstad; Madsen, Henrik. Temperature prediction in district heating systems with cFIR models. Informatics and Mathematical Modelling, Technical University of Denmark, DTU, 2007.
  • Pinson, Pierre; Nielsen, Henrik Aalborg, orlov 31.07.2008; Madsen, Henrik; Lange, Matthias; Kariniotakis, Georges. Methods for the estimation of the uncertainty of wind power forecasts. 2007.

Sound/Visual presentations (digital)

  • Davidescu, Florin Paul (Author); Madsen, Henrik (Author); Jørgensen, Sten Bay (Author). Systematic qualitative experimental design based upon identifiability analysis. 2007. 17th European Symposium on Computer Aided Process Engineering, Bucharest, Romania, 27/05/07.

Publications 2006

Books

  • Thyregod, Poul; Madsen, Henrik. An Introduction to Generalized Linear Models.. 1st ed. ed. DTU : Informatics and Mathematical Modelling (IMM), Technical University of Denmark, 2006. 239 p.

Book chapters

  • Giebel, G.; Landberg, L.; Madsen, Henrik; Nielsen, Torben Skov; Nielsen, Henrik Aalborg. Introduction to Wind Technology. Lecture Series 2006-02. 2006.

Journal articles

  • Florin-Paul, D.; Madsen, Henrik; Schumperli, M.; Heinemann, M.; Panke, S.; Jørgensen, Sten Bay. Stochastic Grey Box Modelling of the Enzymatic Biochemical Reaction Network E-coli Mutants. In: Computer – Aided Chemical Engineering, Vol. 21, 2006, p. 161-166. (pdf)
  • Rasmussen, J.K.; Madsen, Henrik; Jørgensen, Sten Bay. Grey-box stochstic modelling of industrial fed-batch cultivation. In: Computer – Aided Chemical Engineering, Vol. 21, 2006, p. 421-426. (pdf)
  • Christiansen, Lasse Engbo; Andersen, Jens Strodl; Wegener, Henrik Caspar; Madsen, Henrik. Spatial scan statistics using elliptic windows. In: Journal of Agricultural Biological & Environmental Statistics, Vol. 11, No. 4, 2006, p. 411-424. (pdf)
  • Madsen, Henrik; Henriksen, Jan Erik; Karlsson, Mats; Jelic, Katarina; Overgaard, Rune Viig. Mathematical Beta Cell Model for Insulin Secretion following IVGTT and OGTT. In: Annals of Biomedical Engineering, Vol. 34, No. 8, 2006, p. 1343-1354. (pdf)
  • Sørensen, Jacob Viborg Tornfeldt; Madsen, Henrik; Madsen, H. Parameter sensitivity of three Kalman Filter Schemes for the assimilation of tide guage data in coastal and self sea models.In: Ocean Modelling, Vol. 11, No. 3-4, 2006, p. 441-463. (pdf)
  • Nielsen, Henrik Aalborg; Madsen, Henrik. Modelling the Heat Consumption in District Heating Systems using a Grey-box approach. In: Energy and Buildings, Vol. 38, No. 1, 2006, p. 63-71. (pdf)
  • Madsen, Henrik; Thyregod, Poul; Burtschy, B.; Popenteu, Florin; Albeneau, G. On using soft computing techniques in software reliability engineering. In: International Journal of Reliability, Quality and Safety Engineering, Vol. 13, No. 1, 2006, p. 61-72. (pdf)
  • Vio, R.; Rebusco, P.; Andreani, P.; Madsen, Henrik; Overgaard, Rune Viig. Stochastic modeling of kHz quasi-periodic oscillation light curves. In: Astronomy and Astrophysics, Vol. 452, No. 2, 2006, p. 383-386. (pdf)
  • Tornøe, C. w.; Agersø, H.; Madsen, Henrik; Jonsson, E. N.; Karlsson, M. Populaton PK/PD modelling of the hypothanlamic-pituitary-gonadel axis following treatment with GnRH analogues. In: British Journal of Clinical Pharmacology, 2006. (pdf)
  • Jonsdottir, Harpa; Madsen, Henrik; Palsson, Olafur Petur. Parameter estimation in stochastic rainfall-runoff models. In: Journal of Hydrology, Vol. 326, No. 1-4, 2006, p. 379-393. (pdf)

Article in proceedings

  • Nielsen, Henrik Aalborg; Nielsen, Torben Skov; Madsen, Henrik; Giebel, Gregor; Badger, Jake; Landberg, Lars; Sattler, Kai; Voulund, Lars; Tøfting, John. From wind ensembles to probabilistic information about future wind power production – results from an actual application. Prooceedings of the 9th International Conference on Probabilistic Methods Applied to Power Systems. IEEE, 2006. p. 1-8. (pdf)
  • Nielsen, Torben Skov; Nielsen, Henrik Aalborg, Orlov til 31.07.2009; Madsen, Henrik; Pinson, Pierre; Kariniotakis, Georges; Siebert, Nils; Marti, Ignacio; Lange, Matthias; Focken, Ulrich; von Bremen, Lueder; Louka, Petroula; Kallos, George; Galanis, George. Advanced statistical modeling and uncertainty assessment for wind power forecasting. Proceedings of the European Wind Energy Conference & Exhibition 2006. 2006.
  • Pedersen, Lisbeth; Jensen, Niels Einar; Madsen, Henrik. Application of Local Area Weather Radar (LAWR) in relation to. hydrological modelling – Identification of the pitfalls in using high resolution radar rainfall data. Fourth European Conference on Radar in Meteorology and Hydrology (ERAD06), 18-22 September. 2006.
  • Pedersen, Lisbeth; Jensen, N.E.; Madsen, Henrik. Return Period for Radar Rainfall – Spatial Validity of Return Period. Proceedings of the 7th International Workshop in Precipitation in Urban Areas, St. Moritz, 7-10 December. 2006. p. 54-57.
  • Pinson, Pierre; Kariniotakis, G.; Nielsen, Henrik Aalborg; Nielsen, Torben Skov; Madsen, Henrik. Properties of Quantile and Interval Forecasts of Wind Generation and their Evaluation. Proceedings of the European Wind Energy Conference & Exhibition. 2006.

Conference abstract for conferences

  • Jørgensen, John Bagterp; Kristensen, Morten Rode; Thomsen, Per Grove; Madsen, Henrik. A Continuous-Discrete Extended Kalman Filter Algorithm for Prediction-Error-Modelling. 2006. Abstract from 2006 AIChE Annual Meeting, San Francisco, CA, United States.

Conference articles

  • Nielsen, Henrik Aalborg; Madsen, Henrik; Nielsen, Torben Skov. Using Quantile Regression to Extend an Existing Wind Power Forecasting System with Probabilistic Forecasts. In: Wind Energy, Vol. 9, No. 1-2, 2006, p. 95-108. (pdf)

Ph.D. theses

  • Overgaard, Rune Viig; Madsen, Henrik (Supervisor). Pharmacokinetic/Pharmacodynamic modelling with a stochastic perspective. Insulin secretion and Interleukin-21 development as case studies. 2006. (IMM-PHD-2006-169). (pdf)
  • Drews, Martin; Madsen, Henrik (Supervisor). Data assimilation on atmospheric dispersion of radioactive materials. 2006. (IMM-PHD-2008-136).

Reports

  • Møller, Jan Kloppenborg; Carstensen, Niels Jacob; Madsen, Henrik. Regime Shift Models for Simulation of the Interaction between Benthic and Pelagic Production. Informatics and Mathematical Modelling, Technical University of Denmark, DTU, 2006. (pdf)
  • Møller, Jan Kloppenborg; Nielsen, Henrik Aalborg, orlov 31.07.2008; Madsen, Henrik. Algorithms for Adaptive Quantile Regression – and a Matlab Implementation. 2006. (pdf)

Publications 2005

Journal articles

  • Kristensen, Niels Rode; Madsen, Henrik; Ingwersen, S. H. Using Stochastic Differential Equations for PK/PD Model Development. In: Journal of Pharmacokinetics and Pharmacodynamics, Vol. 32, No. 1, 2005, p. 109-141. (pdf)
  • Madsen, Henrik; Pinson, Pierre; Kariniotakis, G.; Nielsen, Henrik Aalborg; Nielsen, Torben Skov. Standardizing the performance evaluation of short-term wind prediction models. In: Wind Engineering, Vol. 29, No. 6, 2005, p. 475-489. (pdf)
  • Tornøe, Christoffer Wenzel; Overgaard, Rune Viig; Agerso, H.; Nielsen, Henrik Aalborg; Madsen, Henrik; Jonsson, E. N. Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations. In: Pharmaceutical Research, Vol. 22, No. 8, 2005, p. 1247-1258. (pdf)
  • Overgaard, Rune Viig; Henriksen, J. E.; Madsen, Henrik. Insights to the minimal model of insulin secretion through a mean-field beta cell model. In: Journal of Theoretical Biology, Vol. 237, No. 4, 2005, p. 382-389. (pdf)
  • Madsen, Henrik; Jonsson, N.; Tornøe, Christoffer Wenzel; Overgaard, Rune Viig. Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm. In: Journal of Pharmacokinetics and Pharmacodynamics, Vol. 32, No. 1, 2005, p. 85-107. (pdf)
  • Nolsøe, Kim; Kessler, Mathieu; Pérez, José; Madsen, Henrik. Bayesian conformational analysis of ring molecules through reversible jump MCMC. In: Journal of Chemometrics, Vol. 19, No. 8, 2005, p. 412-426. (pdf)
  • Jonsdottir, Harpa; Madsen, Henrik. Assessment of serious water shortage in the Icelandic water resource system. In: Physics and Chemistry of the Earth (Print), Vol. 30, No. 6/7, 2005, p. 420-425. (pdf)
  • Drews, Martin; Lauritzen, Bent; Madsen, Henrik. Analysis of a Kalman filter based method for on-line estimation of atmospheric dispersion parameters using radiation monitoring data. In: Radiation Protection Dosimetry, Vol. 113, No. 1, 2005, p. 75-89. (pdf)
  • Vio, R.; Kristensen, N.R.; Madsen, Henrik; Wamsteker, W. Time series analysis in astronomy: Limits and potentialities. In: Astronomy & Astrophysics, Vol. 435, No. 2, 2005, p. 773-780. (pdf)

Article in proceedings

  • Madsen, Henrik; Thyregod, Poul; Burtschy, B.; Popentiu, Florin; Albeanu, Grigore. On Using Soft Computing Techniques in Software Reliability Engineering. Advances in Safety and Reliability, ESREL 2005. Taylor and Francis Group, 2005. p. 1317-1323.
  • Madsen, Henrik; Thyregod, Poul; Popentiu, Florin; Albeanu, Grigore; Coarna, Mariana; Serbanescu, Liviu; Mirza, Dorina; Tautan, Angela. Considerations Concerning a Fuzzy-Genetic Algorithm with Application to CEM I Type Cements Quality Optimization. Proceedings of the 9th World Multi-Conference on Systemics, Cybernetics and Informatics,Orlando. 2005. p. 350-353.
  • Jørgensen, John Bagterp; Kristensen, Morten Rode; Thomsen, Per Grove; Madsen, Henrik. Efficient Filtering and Prediction in Stochastic Differential Equations. International Workshop on Assessment and Future Directions of NMPC: NMPC’05. 2005.
  • Madsen, Henrik; Nielsen, Henrik Aalborg; Nielsen, Torben Skov. A tool for predicting the wind power production of off-shore wind plants. Proceedings of the Copenhagen Offshore Wind Conference & Exhibition. 2005.
  • Sørensen, Poul; Hansen, Anca Daniela; Thomsen, Kenneth; Madsen, Henrik; Nielsen, Henrik Aalborg; Poulsen, Niels Kjølstad; Lov, Florin; Bkaabjerg, Frede; Donovan, Martin H. Wind farm controllers with grid support. Proceedings of the 5th International Workshop on Large-Scale Integration of Wind Power and Transmission Networks for Offshore Wind Farms. ed. / T. Ackermann; J. Matevosyan. Stockholm : Royal Institute of Technology, 2005. p. 157-166.
  • Albeanu, Grigore; Popentiu-Vladicescu, Florin; Thyregod, Poul; Madsen, Henrik. A Probabilistic-Fuzzy Approach for TQSEM. Fifth Annual Meeting of ENBIS. 2005.

Ph.D. theses

  • Tornøe, Christoffer Wenzel; Madsen, Henrik (Supervisor); Nielsen, Henrik Aalborg (Supervisor). Population pharmacokinetic/pharmacodynamic modelling of the hypothalamic-pituitary-gonadal axis. 2005. (pdf)

Reports

  • Madsen, Henrik; Thyregod, Poul; Popentiu, Florin; Grigore, Albeanu. Computer Aided Statistical Modelling fights Pollution. 2005.
  • Nielsen, Henrik Aalborg; Yates, Devon; Madsen, Henrik; Nielsen, Torben Skov; Badger, Jake; Giebel, Gregor; Landberg, Lars; Sattler, Kai; Feddersen, Henrik. Analysis of the Results of an On-line Wind Power Quantile Forecasting System. 2005.
  • Nielsen, Henrik Aalborg; Madsen, Henrik; Nielsen, Torben Skov; Badger, Jake; Giebel, Gregor; Landberg, Lars; Sattler, Kai; Feddersen, Henrik. Wind Power Ensemble Forecasting Using Wind Speed and Direction Ensembles from ECMWF or NCEP. 2005.
  • Nielsen, Henrik Aalborg; Nielsen, Torben Skov; Madsen, Henrik; Giebel, Gregor. Candidate Prediction Models and Methods. 2005.
  • Giebel, Gregor; Badger, Jake; Landberg, Lars; Nielsen, Henrik Aalborg; Nielsen, Torben Skov; Madsen, Henrik; Sattler, Kai; Feddersen, Henrik; Vedel, Henrik; Tøfting, John; Kruse, Lars; Voulund, Lars. Wind Power Prediction using Ensembles. 2005. 43 p. (Denmark. Forskningscenter Risoe. Risoe-R; No. 1527(EN)). (pdf)