Henrik Madsen

Professor, Section Head for Dynamical Systems, Applied Mathematics and Computer Sciences, Technical University of Denmark

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  • About me
  • Books
    • Time Series Analysis
    • An Introduction to General and Generalized Linear Models
    • Integrating Renewables in Electricity Markets
    • Statistics for Finance
  • Publications
    • Autogenerated list at DTU
    • Publications 2017
    • Publications 2016
    • Publications 2015
    • Publications 2014
    • Publications 2013
    • Publications 2012
    • Publications 2011
    • Publications 2010
    • Publications 2005-2009
    • Publications 2000-2004
    • Publications 1990-1999
    • Publications 1985-1989
  • DYNSYS Group
    • Presentation
  • Projects
    • Methodological Oriented
    • Applied Oriented
    • Project list
  • Courses
  • Software
    • CTSM-R – Continuous Time Stochastic Modelling for R
    • PRESS – Heat Load Prediction and Energy Systems Optimization
    • WPPT – Wind Power Prediction Tool
  • Links
    • Google Scholar
    • ResearchGate
    • CITIES
    • ENFOR A/S
  • PhD students
    • PhD supervision/projects
    • Finalized PhD projects
    • Foreign PhD students
  • CV
    • Short Bio
    • CV (pdf-three-page)
    • CV (doc-three-page)
    • CV (longer)
  • Presentations

Time Series Analysis – Assignments & data

  • Predicting the Fuel Price (Chapter 3) with data
  • The Dynamics of a Lake/River System (Chapter 4)
  • Simulation of AR and Seasonal Processes (Chapter 5)
  • Preddicting the number of airline passengers (Chapter 5 and 6) with data (gzip’ed)
  • Modelling and Predicting the Heat Consumption (Chapter 6, 7 & 8) with data 1 and data 2 (gzip’ed)
  • Estimating (reconstructing) the trajectory of a satellite (Chapter 10) with data

Professor Henrik Madsen

Building 303B, Matematiktorvet, 2800 Kgs. Lyngby
Visitors: Room 004
E-mail: hmad@dtu.dk
Direct phone: +45 4525 3408
Division: Dynamical Systems / Statistics
Department: Applied Mathematics and Computer Science
DTU: Technical University of Denmark

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