Publications 2015

Books

  • Lindström, E, Madsen, H & Nielsen, JN 2015, Statistics for Finance. C R C Press LLC. Chapman & Hall – CRC Text in Statistical Science Series

Book chapters

  • Madsen, H, Parvizi, J, Sempreviva, AM, Bindner, HW, Dent, C & Mackensen, R 2015, Integrated energy systems; aggregation, forecasting, and control. in H Hvidtfeldt Larsen & L Sønderberg Petersen (eds), DTU International Energy Report 2015: Energy systems integration for the transition to non-fossil energy systems. Technical University of Denmark, pp. 34-40. (pdf)
  • Karlsson, K, Skytte, K, Morthorst, PE, Bacher, P & Madsen, H 2015, Integrated energy systems modelling. in H Hvidtfeldt Larsen & L Sønderberg Petersen (eds), DTU International Energy Report 2015: Energy systems integration for the transition to non-fossil energy systems. Technical University of Denmark, pp. 23-33. (pdf)
  • Madsen, H, Parvizi, J, Halvgaard, RF, Sokoler, LE, Jørgensen, JB, Hansen, LH & Hilger, KB 2015, 'Control of Electricity Loads in Future Electric Energy Systems'. in AJ Conejo, E Dahlquist & J Yan (eds), Handbook of Clean Energy Systems: Intelligent Energy Systems. vol. 4, Wiley.
  • Tastu, J, Pinson, P & Madsen, H 2015, 'Space-time trajectories of wind power generation: Parameterized precision matrices under a Gaussian copula approach'. in A Antoniadis, J-M Poggi & X Brossat (eds), Modeling and Stochastic Learning for Forecasting in High Dimensions. Springer, pp. 267-296. Lecture Notes in Statistics, no. 217, , 10.1007/978-3-319-18732-7_14 (pdf)

Journal articles


  • E.B. Iversen, J.K. Møller, J.M. Morales, H. Madsen, Inhomogeneous Markov Models for describing driving patters, accepted, IEEE Transactions on Smart Grid, 2015.
  • J.K. Møller, M. Zugno, H. Madsen, Probabilistic Forecasts of wind power generation by stochastic differential equation models’, accepted, Journal of Forecasting, 2015.
  • Zugno, M, Morales González, JM & Madsen, H 2015, Decision Support Tools for Electricity Retailers, Wind Power and CHP Plants Using Probabilistic Forecasts International Journal of Sustainable Energy Planning and Management, vol 7, pp. 19-36. DOI: 10.5278/ijsepm.2015.7.3
  • Fan, C, Xiao, F, Madsen, H & Wang, D 2015, Temporal knowledge discovery in big BAS data for building energy management Energy and Buildings, vol 109, no. December, pp. 75-89., 10.1016/j.enbuild.2015.09.060 (pdf)
  • Schmidt, S, Boiroux, D, Ranjan, A, Jørgensen, JB, Madsen, H & Nørgaard, K 2015, An artificial pancreas for automated blood glucose control in patients with Type 1 diabetes Therapeutic Delivery, vol 6, no. 5, pp. 211-221., 10.4155/tde.15.12
  • Thavlov, A & Madsen, H 2015, A Non-linear Stochastic Model for an Office Building with Air Infiltration International Journal of Sustainable Energy Planning and Management, vol 7, pp. 59-70., 10.5278/ijsepm.2015.7.5 (pdf)
  • Nystrup, P, Hansen, BW, Madsen, H & Lindström, E 2015, Regime-Based Versus Static Asset Allocation: Letting the Data Speak The Journal of Portfolio Management, vol 42, no. 1, pp. 103-109.
  • O’Connell, N, Pinson, P, Madsen, H & O’Malley, M 2015, Economic Dispatch of Demand Response Balancing through Asymmetric Block Offers I E E E Transactions on Power Systems, vol PP, no. 99., 10.1109/TPWRS.2015.2475175 (pdf)
  • Del Giudice, D, Löwe, R, Madsen, H, Mikkelsen, PS & Rieckermann, J 2015, Comparison of two stochastic techniques for reliable urban runoff prediction by modeling systematic errors Water Resources Research., vol 51, no. 7, pp. 5004-5022, 10.1002/2014WR016678 (pdf)
  • Lindström, Erik ; NorĂ©n, Vicke; Madsen, Henrik. Consumption management in the Nord Pool region: A stability analysis. In: Applied Energy, Vol. 146, 2015, p. 239-246. (pdf)
  • Nystrup, Peter; Madsen, Henrik; Lindström, Erik. Stylised facts of financial time series and hidden Markov models in continuous time. In: Quantitative Finance, vol 15, no. 9, pp. 1531-1541., 2015. (pdf)

Article in proceedings

  • Batora, V, Tárnik, M, Murgaš, J, Schmidt, S, Nørgaard, K, Poulsen, NK, Madsen, H & Jørgensen, JB 2015, Bihormonal control of blood glucose in people with type 1 diabetes. in Proceedings of the 14th European Control Conference (ECC 2015) . IEEE, pp. 25-30., 10.1109/ECC.2015.7330520
  • Bátora, V, TárnĂ­k, M, Murgas, J, Schmidt, S, Nørgaard, K, Poulsen, NK, Madsen, H, Boiroux, D & Jørgensen, JB 2015, The contribution of glucagon in an Artificial Pancreas for people with type 1 diabetes. in Proceedings of the 2015 American Control Conference (ACC). IEEE, pp. 5097-5102., 10.1109/ACC.2015.7172134 (pdf)

Conference abstract for conferences

  • Halvgaard, RF, Munk-Nielsen, T, Tychsen, P, Grum, M & Madsen, H 2015, 'Stochastic Greybox Modeling of an Alternating Activated Sludge Process' 9th IWA Symposium on Systems Analysis and Integrated Assessment (Watermatex 2015), Gold Coast, Queensland, Australia, 14/06/2015 – 17/06/2015
  • Boiroux, D, Bátora, V, Hagdrup, M, Aradóttir, TB, Johannsen, C, Tárnik, M, Murgaš, J, Schmidt, S, Nørgaard, K, Poulsen, NK, Madsen, H & Jørgensen, JB 2015, 'A Continuous-Discrete Extended Kalman Filter for State and Parameter Estimation in People with Type 1 Diabetes' 19th Nordic Process Control Workshop, Trondheim, Norway, 13/01/2015 – 16/01/2015 (pdf)

Conference abstracts in journals

  • Boiroux, D, Bátora, V, Hagdrup, M, Wendt, SL, Schmidt, S, Nørgaard, K, Poulsen, NK, Madsen, H & Jørgensen, JB 2015, Bi-hormonal Closed-loop Control of Blood Glucose for People With Type 1 Diabetes – the Diacon Project Diabetes Technology & Therapeutics, vol 17, no. S1, pp. A107 – A108., 10.1089/dia.2015.1525

Conference abstracts in proceedings

  • Madsen, H, Parvizi, J, Halvgaard, R & Jørgensen, JB 2015, Control of Electricity Load in Future Smart Cities. in Book of Abstracts. DTU’s Sustain Conference 2015., L-2, Technical University of Denmark, Lyngby. (pdf)

Conference articles

  • Roels, S, Bacher, P, Bauwens, G, Madsen, H & JimĂ©nez, MJ 2015, Characterising the Actual Thermal Performance of Buildings: Current Results of Common Exercises Performed in the Framework of the IEA EBC Annex 58-Project Energy Procedia, vol 78, no. November, pp. 3282-3287., 10.1016/j.egypro.2015.11.726 (pdf)
  • Boiroux, D, AradĂłttir, TB, Hagdrup, M, Poulsen, NK, Madsen, H & Jørgensen, JB 2015, A Bolus Calculator Based on Continuous-Discrete Unscented Kalman Filtering for Type 1 Diabetics I F A C Workshop Series, vol 48, no. 20, pp. 159-164., 10.1016/j.ifacol.2015.10.132 (pdf)
  • Boiroux, D, Bátora, V, Hagdrup, M, Tárnik, M, Murgaš, J, Schmidt, S, Nørgaard, K, Poulsen, NK, Madsen, H & Jørgensen, JB 2015, Comparison of Prediction Models for a Dual-Hormone Artificial Pancreas I F A C Workshop Series, vol 48, no. 20, pp. 7-12., 10.1016/j.ifacol.2015.10.106 (pdf)

Papers

  • Nystrup, P, Madsen, H & Lindström, E 2015, Long memory of financial time series and hidden Markov models with time-varying parameters, Paper presented at 22nd International Forecasting Financial Markets Conference, Rennes, France, 20/05/2015 – 22/05/2015,

Posters

  • Rosgaard, MH, Hahmann, AN, Madsen, H, Giebel, G, Sørensen, PE, Nielsen, HA & Nielsen, TS 2015, Limited area forecasting for wind energy scheduling UCD Energy Institute and Electricity Research Centre Annual Symposium, Dublin, Ireland, 24/11/2015 (pdf)
  • Wendt, Sabrina Lyngbye; Valeur, Anders; Madsen, Henrik; Jørgensen, John Bagterp; Boye Knudsen, Carsten. Pharmacokinetics Modeling of Glucagon and a Novel Glucagon Analogue after Subcutaneous Administration in Dogs. 2015. Poster session presented at The 8th International Conference on Advanced Technologies and Treatments for Diabetes (ATTD 2015), Paris, France. (pdf)

Reports

  • Madsen, H, Bacher, P, Bauwens, G, Deconinck, A-H, Reynders, G, Roels, S, Himpe, E & LethĂ©, G 2015, Thermal Performance Characterization using Time Series Data – IEA EBC Annex 58 Guidelines. Technical University of Denmark (DTU). DTU Compute-Technical Report-2015, no. 8 (pdf)
  • Bacher, Peder; Madsen, Henrik; Pinson, Pierre; Mortensen, Stig Bousgaard; Nielsen, Henrik Aalborg. Methodology and forecast products for the optimal offering of ancillary services from wind in a market environment. Kgs. Lyngby : Technical University of Denmark, 2015. p. 73 (pdf)