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Professor, PH.D. Henrik Madsen - IMM/DTU   dtulogo    



Professor Henrik Madsen




Building 321 - Richard Petersens Plads, 2800 Kgs. Lyngby - Visitors: Room 019
e-mail: hm@imm.dtu.dk - direct phone: +45 4525 3408
Division: Mathematical Statistics Department: Informatics and Mathematical Modelling  DTU:  Technical University of Denmark

List of publications

Books
H. Madsen (1989) (2nd edition 1995): Tidsrækkeanalyse (Time Series Analysis). IMM, DTU. Lecture notes used (or have been used) at IMM/DTU, University of Copenhagen (KUIMS), Copenhagen Business School, and the University of Iceland. 284 pp.

H. Madsen, O.P. Palsson, K. Sejling, H.T. S\o gaard (1990): Models and Methods for Optimization of District Heating Systems. Part I: Models and Identification Methods, IMSOR, DTU. 218 pp.

H. Madsen, O.P. Palsson, K. Sejling, H.T. S\o gaard (1992): Models and Methods for Optimization of District Heating Systems. Part II: Models and Control Methods}, IMSOR, DTU. 206 pp.

H. Madsen (ed.) (1996): Models and Methods for Predicting Wind Power. IMM/ELSAM, ISBN 87-87090-29-5. 88 pp.

H. Madsen, T.S. Nielsen, H.T. Søgaard (1996): Control of Supply Temperature. IMM, DTU. 195 pp.

H. Madsen, J. Holst (2000): Modelling Non-Linear and Non-Stationary Time Series (Draft). IMM, DTU. Lecture notes used in Ph.D. courses at IMM/DTU and the Department of Mathematical Statistics, Lund University. 259 pp.

H. Madsen, J.N. Nielsen, Erik Lindstrom, M. Baadsgaard, Jan Holst (2004): Statistics in Finance. Lund University, Lund Institute of Technology - Centre for Mathematical Sciences. Centrum Scientiarum Mathematicarum, 300 pp.


Refereed publications in journals


H. Madsen, H. Spliid, P. Thyregod: Markov Models in Discrete and Continuous Time for Hourly Observations of Cloud Cover, Jour. of Climate and Appl. Meteor., 1985, Vol. 24, pp.629-639.

H. Madsen, P. Thyregod: Modelling the Time Correlation in Hourly Observations of Direct Radiation in Clear Skies, Energyand Buildings, 1988, Vol. 11, pp. 201-211.

O.H. Manscher, N.Z. Heidam, J. Vikelsøe, P. Nielsen, P. Blinksbjerg, H. Madsen, L. Pallesen, T.O. Tiernan: The Danish Incinerator Dioxin Study, Chemosphere, Vol. 2, pp. 1779-1784, 1990.

P. Thyregod, H. Madsen: On an Adaptive Acceptance Control Chart for Autocorrelated Processes, Frontiers in Statistical Quality Control, Vol. 4, Physica Verlag, pp. 138-154, 1992.

J. Holst, U. Holst, H. Madsen, H. Melgaard: Validation of Grey Box Models}. In (ed.) L. Dugaard, M. M'Saad, I.D. Landau:
Selected Papers from the 4th IFAC Symposium on Adaptive Systems in Control and Signal Processing}, pp. 407-414, Pergamon Press, 1992.

J. Carstensen, H. Madsen, N.K. Poulsen, M.K. Nielsen: Grey Box Modelling in Two Time Domains of a Wastewater Pilot Scale Plan. Environmetrics, Vol. 4, pp. 187-208, 1993.

O.P. Palsson, H. Madsen, H.T. Søgaard: Application of Predictive Control in District Heating Systems, Journal of Power and Energy, Vol. 207, pp. 157-163, 1993.

K. Sejling, H. Madsen, J. Holst, U. Holst, J.E. Englund: Methods for Robust Estimation of AR-parameters, Computational Statistics and Data Analysis, Vol. 17, pp. 509-536, 1994.

H. Madsen, K. Sejling, H.T. Søgaard, O.P. Palsson: On Flow and Supply Temperature Control in District Heating Systems, Heat Recovery Systems and CHP, Vol. 14, No. 6, pp. 613-620, 1994.

J. Carstensen, H. Madsen, N.K. Poulsen, M.K. Nielsen: Identification of Wastewater Treatment Processes for Nutrient Removal on a Full-Scale WWTP by Statistical Methods, Wat. Res., Vol. 28., No. 10, pp. 2055-2066, 1994.

J. Vikelsøe, H. Madsen, K. Hansen: Emission of Dioxins from Danish Wood-Stoves}, Chemosphere, Vol. 29, pp. 2019-2027, 1994.

O.P. Palsson, H. Madsen, H.T. S\o gaard: Generalized Predictive Control for Non-Stationary Systems}, Automatica, Vol. 30, No. 12, pp. 1991-1997, 1994.

H. Madsen, J. Holst: Estimation of Continuous-Time Models for the Heat Dynamics of a Building}, Energy and Building, Vol. 22, pp. 67-79, 1995.

B. Nielsen, H. Madsen: Identification of Transfer Functions for Control of Greenhouse Air Temperature. J. Agric. Engng. Res., Vol. 60, pp. 25-34. 1995.

J. Carstensen, P. Harremoes, H. Madsen: Statistical Identification of Monod-Kinetic Parameters from On-line Measurements}, Wat. Sci. Tech., Vol. 31, No. 2, pp. 125-133, 1995.

P. Sadegh, J. Holst, H. Madsen, H. Melgaard: Experiment Design for Grey Box Identification, Int. Journ. Adap. Control and Signal Proc., Vol. 9, pp. 491-507, 1995.

J.L. Jacobsen, H. Madsen: Grey Box Modelling of Oxygen Levels in a Small Stream, Environmetrics, Vol. 7, pp. 109-121, 1996.

J.L. Jacobsen, H. Madsen, P. Harremoes: Modelling the Transient Impact of Rain Events on the Oxygen Content of a small Creek, Wat. Sci. Tech., Vol. 33, No. 2, pp. 177-185, 1996.

J.L. Jacobsen, H. Madsen, P. Harremoes: A Stochastic Model for Two-station Hydraulics Exhibiting Transient Impact, Wat. Sci. Tech., Vol. 36, No. 5, pp. 19-26, 1997.

J.N. Nielsen, M. Baadsgaard, H. Madsen: Stochastic Models of the Term Structure of Interest Rates, ECMI Newsletter, No. 21, 1997.

J.L. Jacobsen, H. Madsen, P. Harremoes: Modelling the Dynamical Effect of Solar Radiation on the Oxygen Content of a Small Creek, Environmetrics, Vol. 9, pp. 3-14, 1998.

K. Arnbjerg-Nielsen, H. Madsen, P. Harremoes: Formulating and Testing a Rain Series Generator based on Tipping Bucket Gauges, Wat. Sci. Tech., Vol. 37, pp. 47-55, 1998.

B. Nielsen, H. Madsen: Identification of a Continuous Time Linear Model of the Heat Dynamics in a Greenhouse, J. Agric. Engng. Res., Vol. 71, pp. 249-256, 1998.

P. Sadegh, L.H. Hansen, H. Madsen, J. Holst: Input Design for Linear Dynamic Systems using Maxmin Criteria, Journal of Information and Optimization Sciences, Vol. 19, pp. 223-240, 1998.

Pe. Thyregod, K. Arnbjerg-Nielsen, H. Madsen, J. Carstensen: Modelling the Embedded Rainfall Process using Tipping Bucket Data, Wat. Sci. and Tech., Vol. 37, pp. 57-64, 1998.

P. Sadegh, H. Madsen, J. Holst: Optimal Input Design for Change Detection in Linear Dynamic Stochastic Systems, Preliminary accepted by Automatica.

J.N. Nielsen, H. Madsen: Estimation of Embedded Parameters in Stochastic Differential Equations using Discrete Time Measurements. Part 1: Linear Systems}, Submitted.

H. Bechmann, M.K. Nielsen, H. Madsen, N.K. Poulsen: Control of Sewer Systems and Wastewater Treatment Plants Using Pollutant Concentration Profiles. Wat. Sci. Tech., Vol. 37., pp. 87-93, 1998

J.N. Nielsen, H. Madsen, H. Melgaard, M. Baadsgaard: Estimation of Embedded Parameters in Stochastic Differential Equations using Discrete Time Measurements. Part 2: Non-linear Systems, Submitted.

T.S. Nielsen, A. Joensen, H. Madsen, L. Landberg, G. Giebel:
A New Reference for Predicting Wind Power, Wind Energy, Vol. 1, pp. 29-34, 1999.

H. Bechmann, M.K. Nielsen, H. Madsen, N.K.Poulsen: Grey-box modelling of pollutant loads from a sewer system. Urban Water, Vol. 1., pp. 71-78, 1999.

P. Harremoes, H. Madsen: Fiction and Reality in the Modelling World, Wat. Sci. Tech., Vol. 39, No. 9, pp. 1-8, 1999.

Pe. Thyregod, Jacob Carstensen, H. Madsen, Karsten Arnbjerg-Nielsen: Integer Valued Autoregressive Models for Tipping Bucket Rainfall Measurements, Environmetrics, Vol. 10, pp. 395-411, 1999.

K. Andersen, H. Madsen, L. Hansen: Modelling the heat dynamics of a building using stochastic differential equations, Energy and Buildings, Vol. 31, pp. 13-24, 2000.

H.Aa. Nielsen, T.S. Nielsen, H. Madsen: Conditional Parametric ARX-models, submitted.

A. Joensen, H. Madsen, H. Aa. Nielsen, T.S. Nielsen: Tracking time-varying parameters with local regression, Automatica, Vol. 36, 1199-1204, 2000.

H.Aa. Nielsen, T.S. Nielsen, A.K. Joensen, H. Madsen, J. Holst: Tracking time-varying coefficient-functions, Int. Jour. of Adaptive Control and Signal Processing, Vol. 14, 813-828, 2000.

J.N. Nielsen, M. Vestergaard, H. Madsen: Estimation in Continuous-time Stochastic Volatility Models Using Nonlinear Filters, Int. Jour. of Theoretical and Appl. Finance, Vol. 3, pp. 279-308, 2000.

H. Bechmann, H. Madsen, N.K. Poulsen, M.K. Nielsen: Grey Box Modelling of First Flush and Incoming Wastewater at a Wastewater Treatment Plant}, Environmetrics, Vol. 11, pp. 1-12, 2000.

M. Baadsgaard, J.N. Nielsen, H. Madsen: Estimating Multivariate Exponentail-Affine Term Structure Models from Coupon Bound Prices using Nonlinear Filtering, Econometric Journal, Vol. 3, pp. 1-20, 2000.

J.N. Nielsen, H. Madsen, P.C. Young: Parameter Estimation in Stochastic Differential Equations; An Overview, Annual Reviews in Control, Vol. 24, pp. 83-94, 2000.

J.N. Nielsen, M. Vestergaard, H. Madsen: Estimation in Continuous-time Stochastic Volatility Models Using Nonlinear Filters, Int. Jour. of Theoretical and Appl. Finance, Vol. 3, pp. 279-308, 2000.

N.R. Kristensen, H. Madsen, S.B. Jørgensen: Computer Aided Continuous Time Stochastic Process Modelling, Computer Aided Chemical Engineering, Vol. 9, pp. 189-194, 2001.

H. Jonsdottir, J.L. Jacobsen, H. Madsen: A grey-box model describing the hydraulics in a creek, Environmetrics, Vol. 12, pp. 347-356, 2001.

J.N. Nielsen, H. Madsen: Applying the EKF to stochastic differential equations with level effects, Automatica, Vol. 37, 107-112, 2001.

H.Aa. Nielsen, H. Madsen: A generalization of some classical time series tools, Computational Statistics and Data Analysis, Vol. 37, pp. 13-31, 2001.

K.K. Andersen, O.P. Palsson, H. Madsen, L.H. Knudsen: Experimental design and setup for heat exchanger modelling, International Journal of Heat Exchangers, Vol. 1, pp. 163-176, 2001.

K.K. Andersen, L.H. Hansen, H. Madsen: A model for the heat dynamics of a radiator, submitted, 2001.

O. Knop, K.K. Andersen, H. Madsen, N.H. Gregersen, O. Paulsen: Modeling of a thermostatic valve with hysteresis effect, submitted, 2001.

Henrik Øjelund, H. Madsen, P. Thyregod: Calibration with absolute shrinkage, Journal of Chemometrics, Vol. 15, pp. 497-509, 2001.

Henrik Øjelund, P.J. Brown, H. Madsen, P. Thyregod: Prediction based on mean subset, Technometric, Vol. 44, pp. 369-374, 2002.

Henrik Øjelund, H. Madsen, P. Thyregod: Calibration with empirically weighted mean subset}, Applied Spectroscopy, Vol. 56, 2002.

N.R. Kristensen, H. Madsen, S.B. Jørgensen: Using continuous time stochastic modelling and nonparametric statistics to improve the quality of first principles models}, Computer Aided Chemical Engineering, Vol. 10, pp. 901-906, 2002

H. Bechmann, M.K. Nielsen, N.K. Poulsen, H. Madsen: Grey-box modelling of aeration tank settling, Water Research, Vol. 36, pp. 1887-1895, 2002.

A-M. Haahr, H. Madsen, J. Smedsgaard, W.L.P. Bredie, L.H. Stahnke, H.H.F. Refsgaard: Flavor Release Measurement by Atmospheric Pressure Chemical Ionization Ion Trap Mass Spectrometry, Construction of Interface and Mathematical Modeling of Release Profiles, Analytical Chemistry, Vol. 75, pp. 655-662, 2003.

N.R. Kristensen, H. Madsen, S.B. Jørgensen: An investigation of some tools for process model identification for prediction, in (Ed.) A.S. Asprey and S. Macchietto: {Dynamics Model Development: Methods, Theory and Application, Elsevier, 2003.

L. Landberg, G. Giebel, H.Aa. Nielsen, T. Nielsen, H. Madsen: Short-term prediction -- an overview, Wind Energy, Vol. 6, pp. 273-280, 2003.

N.R. Kristensen, H. Madsen, S.B. Jørgensen: A unified framework for systematic model improvement, Process Systems Engineering, Vol. 15, 1292-1297, 2003.

C.W. Tornøe, J.Jacobsen, H. Madsen: Grey-box Pharmacokinetic/Pharmacodynamic Modelling of Euglycaemic Clamp Study, Accepted, Journal of Mathematical Biology, 2003.

J.V. Tornfeldt Sørensen, H. Madsen, H. Madsen: Data assimilation in hydrodynamic modelling: On the treatment of non-linearity and bias. Accepted by Stochastic Environmental Research and Risk Assessment, 2003.

J.V. Tornfeldt Sørensen, H. Madsen, H. Madsen: Parameter sensitivity of three Kalman Filter schemes for the assimilation of tide gauge data in coastal and shelf sea models, Ocean Modelling, submitted, 2003.

N.R. Kristensen, H. Madsen, S.B. Jørgensen: A Method for systematic improvement of stochastic grey-box models, Computers and Chemical Engineering, 2003.

N.R. Kristensen, H. Madsen, S.B. Jøårgensen: An investigation of some tools for process model identification for prediction, Dynamics Model Development: Methods, Theory and Application, 41-62, Elsevier, 2003.

L.H. Hansen, H. Madsen, J. Holst: Dynamic Nonlinear Modeling of a Thermostatic Valve, Accepted building and Environment, 2003.

L.H. Hansen, H. Madsen, J. Holst, N. Bidstrup, P. Vadstrup: A Dynamic Nonlinear Model of Turbulent Flow in a Pipe, Accepted Building and Environment, 2003.

J.V. Tornfeldt Sørensen, H. Madsen, H. Madsen: Efficient Kalman Filter Techniques for the Assimilation of Tide Gauge Data in Three-Dimensional Modelling of the North Sea and Baltic Sea System. Accepted by Journal of Geophysical Research, 2003.

J.V. Tornfeldt Sørensen, H. Madsen, H. Madsen: Water level forecast skill of a hybrid steady Kalman filter -- error correction scheme, Submitted to Ocean Dynamics, 2003.

C.W. Tornøe, H. Agersø, E.N. Jonsson, H.Madsen, H.Aa. Nielsen: Non-linear mixed-effects pharmacokinetic/pharmacodynamic modelling in {NLME} using differential equations, accepted for Computer Methods and Programs in Biomedice, 2004.

M. Drews, B. Lauritzen, H. Madsen, J.Q. Smith: Kalman filtration of radiation monitoring data from atmospheric dispersion of radioactive materials. Submitted to Rad. Prot. Dos., 2003.

M. Drews, B. Lauritzen, H. Madsen: Analysis of a Kalman filter based method for on-line estimation of atmospheric dispersion parameters using radiation monitoring data. In progress, 2004.

M.C. Evans, L.E. Christiansen, A. Wedderkopp, M. Wainø, S. Ethelberg, H. Madsen, H.C. Wegener: Effects of Climate on Incidence of Campylobacter spp. in Humans and Prevalence in Broiler Flocks in Denmark, Accepted for publication in Appl. Environ. Microbiol., 2004

C.W. Tornøe, H. Agersø, H.Aa. Nielsen, H. Madsen, E.N. Jonsson: Population pharmacokinetic modelling of a subcutaneous depot for {GnRH} antagonist {Degarelix}, Pharmaceutical Research, Vol. 21, 574-584, 2004.

N.R. Kristensen, H. Madsen, S.B. Jørgensen: Parameter estimation in stochastic grey-box models, Automatica, Vol. 40, 225-237, 2004.



Other publications  articles in conference proceedings, chapters in books, research reports, etc. (Many of the articles and most of the chapters are reviewed.)

Usikkerhed på betons krybning (Uncertainty on the creep of concrete), Årsberetning for Danmarks Ingeniørakademi 1980, pp. 38-40, 1980. (with T. Nielsen)

Statistical analysis of creep test results with the purpose of constructing creep functions, DIALOG 80-1, pp. 173-199, 1980. (with T. Nielsen)

Modtagekontrol af fabriksbeton - under udnyttelse af forhåndsinformation (Acceptance control of concrete - using prior information), Teknologirådsrapport, Hovedrapport (139 pp.), Referatrapport (12 pp.), 1981. (with T. Nielsen)

En model for skydækkevariationer (A model for the variations of cloud cover), Symposium i Anvendt Statistik, pp. 151-175, 1983. (with H. Spliid, P. Thyregod)

A Markov model for variations in cloud cover, II International Meeting on Statistical Climatology, pp. 15.3.1-15.3.7, Lissabon, 1983. (with H. Spliid, P. Thyregod)

Inhomogeneous Markov models for the variations in cloud cover, 3rd International Conference on Statistical Climatology pp. 71-76, Wien, 1986. (with P. Thyregod)

Statistical design of monitoring programs, Specialized Seminar: Emission of Trace Organics from Municipal Solid Waste Incinerators (35 pp.), København, 1987. (with L. Pallesen)

A Method for Using Hourly Predictions of Weather Observations in Optimal Control of Heat Supply to Buildings, 3. International Congress on Building Energy Management, pp. 380-389, Lausanne, 1987. (with J. Holst, P. Thyregod)

Estimation of Continuous Time Models for the heat Dynamics of a Building, Interim Paper (31 pp.), IMSOR, 1987. (with F.M. Hansen, J. Holst)

A Continuous Time Model for the Variations of Air Temperature, 10. Conference on Probability and Statistics in Atmospheric Science, American Meteorological Society, pp. 52-58, Edmonton, 1987. (with P. Thyregod, J. Holst)

Characterization of Mass Transport in a LPOMVPE System, 13th Nordic Semiconductor Meeting, 4 pp., Stockholm, 1988. (with W.A. Coolidge, O. Leistiko, E. Hendricks)

Adaptive k-Step Predictions of Heat Consumption in a District Heating System, The Eighth International Symposium on Forcasting, 26 pp., Amsterdam, 1988. (with K. Sejling, J. Holst)

A Method for Identification of Continuous Time Models for Heat Dynamics of Buildings, CEC PASSYS Subgroup Test Methodologies Meeting, Stuttgart, udgivet af Technish Physische Dienst, TNO, Delft, 43 pp, 1988 (with J.M. Schultz)

Proposal for the Heating of the PASSYS Test Cells using Pseudo Random Binary Sequences, IMSOR, 18 pp., 1988. (with C. Cools)

Identification of a Time Varying Transfer Function Model for the Variations of Air Temperature, Fourth International Meeting on Statistical Climatology, pp. 243-247, Rotorua, 1989. (with J. Holst)

Continuous Identification of a Four-Stroke SI Engine Model, IMSOR Research report, 23 pp., 1989 (with H. Melgaard, E. Hendricks)

Methods for Tracking Time Varying Delays in Dynamic Systems, The Ninth International Symposium on Forecasting, 21 pp., Vancouver, 1989 (with H.T. S\o gaard)

A Method for Robust Recursive Estimation, The Ninth International Symposium on Forecasting, 25 pp., Vancouver, 1989 (with K. Sejling, J. Holst, J.E. Englund)

Significance of Chlorine Sources for the Generation of Dioxins during Incineration of MSW, 10th International Meeting on Organo Halogen Compounds, vol. 3, p. 193-196, ECO Informa Press, Bayreuch, 1990. (with J. Vikelsøe, P. Nielsen, P. Blinksbjerg, O.H. Manscher)

Robust Estimation of AR-parameters, 2nd Bernoulli Society World Con\-gress (invited paper), Uppsala, 1990. (with K. Sejling, J. Holst, U. Holst, J.E. Englund)

A Method for Robust Estimation of AR-parameters, Department of Mathematical Statistics, Lund Institute of Technology, rapport nr. 1989:15 (same as above), 1990. (with K. Sejling, J. Holst, U. Holst, J.E. Englund)

Models and Methods for Optimization of District Heating Systems, Part I: Models and Identification Methods. EFP-research report, IMSOR, DTH, 1990. (with O.P. Palsson, K. Sejling, H.T. Søgaard)

Identification of Building Performance Parameters, Workshop on Advanced Identification Tools in Solar Energy Research, p. 37-60, Ispra, 1990 (with J. Holst, H. Melgaard)

The Mathematical and Numerical Methods Used in CTLSM, CEC-PASSYS Meeting, 22 pp., Catania, 1991. (with H. Melgaard)

Flerfaktor Styring af Væksthuses Energitilførsel, Tidsskrift for Planteavls Specialserie, Beretning nr. 2156-1991, 1991 (with C.H. Wachmann, K.J. Olsen, K.Kristensen, A. Ersbøll, O.F. Nielsen, M. Amsen, M. Lynnerup, S. Traberg-Borup)

Optimal Experiment Design for Identification of Thermal Parameters in a Passys Test Cell, Research Report No. 8/1991, IMSOR, and the CEC-PASSYS Meeting, 12 pp., Porto, 1991 (with H. Melgaard)

On-line Estimation of Time-Varying Delays in District Heating Systems, Proc. of the 1991 European Simulation Multiconference, pp. 619-624, (Also: Research Report No. 2/1991, IMSOR), 1991 (with H.T. Søgaard)

The Mathematical and Numerical Methods Used in CTLSM - a Program for ML-estimation in Stochastic, Continuous Time Dynamical Models, Research Report No. 7/1991, IMSOR, 22 pp., 1991 (with H. Melgaard)

Emissions from Danish household stoves, 11th International Symposium on Chlorinated Dioxin and Related Compounds, North Carolina, september 1991. (with J. Vikelsøe, T. Cederberg, K. Hansen, A. Grove)

Methods to Compare Measurements and Simulations. Building Simulation - 1991, p. 570-577, Sophia-Antipolis, Nice, 1991 (with E. Palomo, J. Marco)

Estimation of Continous Time Models for the Heat Dynamics of a Building, TFMS-3076, Mathematical Statistics, University of Lund, 1991(with J. Holst)

Calibration of TNO Test Cell 2 - Comments and Conclusions, CEC-PASSYS Meeting, 13 pp., Athen, 1991 (with H. Melgaard)

Predictor-based Optimal Control of Supply Temperature in District Heating Systems. Research Report No. 21/1991, IMSOR, 20 pp.
(Presentation at the International IFAC Symposium on Control of Power Plants and Power Systems, March 9--11, 1992, Munich.)(with O.P. Palsson, H.T. Søgaard)

Frequency Analysis, Sampling and Prefiltering, CEC-PASSYS Meeting, 13 pp., Leuven, 1991 (with H. Melgaard)

PRESS: A Tool for On-Line Optimal Control of Supply Temperature in the District Heating System in Esbjerg, Denmark, Fjernvarmeseminarium under Nordisk Ministerr\aa d, Stockholm, 1991 (with K. Sejling, H. T. Søgaard)

Prediction of Ambient Temperature in Mannheim, Germany. Research report No. 20/1991, IMSOR. 28 pp., 1991(with K. Sejling)

Restoration of HQDS Series, CEC-PASSYS Meeting, 8 pp., Glascow, 1992 (with H. Melgaard, M. Grunkin)

Validation of Grey Box Models, (invited Paper), ACASP 92, IFAC International Symposium on Adaptive Systems in Control and Signal Processing, Grenoble, p. 407-414, 1992. (with J. Holst, U. Holst og H. Melgaard)

Determination of the Criteria for a Quality Density Power Spectrum Test, Thermal Insulation Laboratory, DTH, 13 pp., 1992. (with S. Ø . Jensen)

Methods for Parameter Estimation in Stochastic Differential Equations, Proceedings of the 1'st Workshop on Stochastic Numerics, E. Platen (Editor), Preprint No. 21, Institut fur Angewandte Analysis und Stochastik, Berlin, p. 53-64, 1992. (with H. Melgaard, J. Holst)

Predictor-Based Optimal Control of Supply Temperature in District Heating Systems, IFAC Symposium on Control of Power Plants and Power Systems, p. 107-111, Munchen, 1992 (with O.P. Palsson, H.T. Søgaard)

Methods for Quantification of the Estimator Uncertainty in Recursive Estimation of Restricted Complexity Models. Technical Report No. 5/1992., IMSOR, 32 pp. (with K. Sejling, A. Henningsen, N.K. Poulsen)

Identification of Wastewater Processes using Non-linear Grey Box Models, Technical Report No. 6/1992., IMSOR, 23 pp., and 21st. Conference on Stochastic Processes and their Applications, Toronto, 1992. (with J. Carstensen, N.K. Poulsen, M. Nielsen)

Identification of Thermal Parameters of Greenhouses, International Conference on Agriculture Engineering (also published as Dina Research Report no. 9), 18 pp., Uppsala, 1992 (with B. Nielsen)

Modelling of the Heat Load in District Heating Systems, IMSOR, 32 pp, 1992. (with K. Sejling)

A Grey Box Model for the Variations of Air Temperature, 5th International Meeting on Statistical Climatology, Toronto, 4 pp.,1992. (with H.T. Søgaard)

An Investigation of CTLSM and MRQT Using Simulated Test Sequences. (invited paper), Workshop on Parameter Identification Methods and Physical Reality. Ispra, 1992. (with H. Melgaard)

Experimental Design for Identification of Physical Models. (invited paper), Workshop on Parameter Identification Methods and Physical Reality. pp. 41-53, Ispra, 1992. (with J. Holst, H. Melgaard)

Modeller og Metoder for Regulering af Fjernvarmesystemer. DAu Conference on Modelling problems related to control applications. pp. 20-56, Lyngby, 1992.

H. Melgaard, H. Madsen, J. Holst: Selection of Optimal Test Sequences for Identification of the Heat Dynamics of Passive Solar Components, Thermal Performance of the Exterio Envelopes of Buildings V, ASHRAE, pp. 594-601, Clearwater Beach, 1992.

CTLSM -- Continuous Time Linear Stochastic Modelling. Technical Report No. 1/1993, IMSOR, 53 pp. (with H. Melgaard)

Generalized Predictive Control for Non-Stationary Systems, 12th World Congress of IFAC, Sydney, p. II-17, 1993 (with H.T. Søgaard, O.P. Palsson)

Experiment Design for Grey-Box Models, (invited paper), 12th World Congress of IFAC, Sydney, p. II-145, 1993 (with P. Sadegh, H. Melgaard, J. Holst)

Generalized Predictive Control for Non-Stationary Systems, Technical Report No. 3/1993, IMSOR, 19 pp.(With O.P. Palsson, H. T. Søgaard)

Application of Predictive Control in District Heating Systems, Technical Report No. 4/1993, IMSOR, 20 pp.(With O.P. Palsson, H. T. Søgaard)

On Flow and Supply Temperature Control in District Heating Systems. Technical Report No. 10/1993., IMSOR, 19 pp.(with K. Sejling, H. T. Søgaard, O. P. Palsson)

An Implementation of Models and Methods for Heat Load Prediction
and Optimal Control of Supply Temperature. 26th Unichal Congress, District Heat for Europe: Ecology and Economy, 14 pp., Paris, 1993.(with O. P. Palsson, H.T. Søgaard.)

Grey-Box Identification of Building Components Using Physical Knowledge and Bayesian Techniques, Technical Report EE9352, University of Newcastle, Australien, 1993.
(with H. Melgaard, J. Holst)

On the Usefulness of Grey-Box Information when doing Experiment Design for System Modelling and Identification, Technical Report EE9353 (Nearly the same contents as xx), University of Newcastle, Australien, 1993. (with. P. Sadegh, H. Melgaard, J. Holst)

CTLSM: Continuous Time Linear Stochastic Modeling, Workshop in Application of System Identification in Energy Savings in Buildings, (Ed. J.J. Bloem), EU Publication, Kluwer, pp. 41-60, 1993. (with H. Melgaard)

Identification of the Heat Dynamics of Greenhouses, Proceedings of the Workshop on System Identification on Energy Savings in Buildings, Publications of the European Comunities, pp. 61-76, Ispra, 1993. (with H. Melgaard, B. Nielsen)

Identification of Building Components Using Bayesian Techniques, Workshop in Application of System Identification in Energy Savings in Buildings, (Ed. J.J. Bloem), EU Publication, Kluwer, pp. 339-348, 1993. (with H. Melgaard, J. Holst)

CEN Benchmark Test with CTLSM, Workshop in Application of System Identification in Energy Savings in Buildings, (Ed. J.J. Bloem), EU Publication, Kluwer, pp. 499-512, 1994. (with H. Melgaard)

Short Time Determination of the Heat Dynamics of Buildings, Thermal Insulation Laboratory, Report No. 243, 1993.(with J.M. Schultz)

Identification of the Heat Dynamics in Greenhouses, Conference on Computer Programs and Expert Systems for Agricultural Mechanization, Firenze, Italien, 1993. (with B. Nielsen)

System Identification competition. Announcement, Energy and Buildings, Vol. 21, pp. 81-82, 1994.(with J.J. Bloem, U. Norlen, J. Kreider, H. Melgaard)

On the Usefulness of Grey-Box Information when doing Experiment Design for System Modelling and Identification, (invited paper), SYSID '94, pp. 3.219-3.224, Copenhagen, 1994. (with P. Sadegh, H. Melgaard, J. Holst)

Experimental Design for Physical Models Using Grey-Box Information, 3rd. World Congress of the Bernoulli Society for Mathematical Statistics and Probability, Chapel Hill, 6 pp., 1994.(with P. Sadegh, H. Melgaard, J. Holst)

Methods for Identification of Physical Models, in System Identification Applied to Building Performance Data (Ed. J.J. Bloem), EU Publication, Kluwer, pp. 131-158, 1994.(with H. Melgaard)

Optimal Experiment Design for Identification of Grey Box Models. American Control Conference, pp. 132-137, Baltimore (Rev. of Technical Report EE9354, University of Newcastle, 7 pp., Australien), 1994. (with P. Sadegh, H. Melgaard, J. Holst)

Lumped Parameter Models Used for Grey-Box Modelling, First Joint Conference of International Simulation (CISS), p. 66-70, Zurich, 1994.(with H. Melgaard, J. Holst)

Grey-Box Identification of Building Components Using Physical Knowledge and Bayesian Techniques, First Joint Conference of International Simulation (CISS), p. 689-693, Zurich, 1994.(with H. Melgaard, J. Holst)

The Development of a Forecasting Model for the Prediction of Wind Power Production to be used in Central Dispatch Centers, European Wind Energy Association -- EWEC'94, p. 288-289, Thessaloniki, 1994.(with U.S. Jensen, E. Pelgrum)

European Standardization on Thermal Testing of Building Components and Building Elements in the Laboratory and In-situ, European Conference on Energy Performance and Indoor Climate in Buildings, p. 1270-1275, Lyon, 1994. (with J.J. Bloem, M. Campanale, F. De Ponte, H.A.L. van Dijk, H. Melgaard, P. Wouters).

Identification and Control of Nutrient Removing Processes in Wastewater Treatment Plants, 3rd. IEEE Conference on Control Applications, p. 1005-1010, Glasgow, 1994. (with M.K. Nielsen, J. Carstensen)

Identification of a Continuous Time Model of the Heat Dynamics of a Greenhouse, IFAC/ISHS Workshop: Mathematical and Control Applications in Agriculture and Horticulture, Silsoe, 1994.(with B. Nielsen)

Optimum Operation of District Heating Systems. EFP-research report, 292 pp., IMM, DTU, 1994.(with B. Bøhm, K. Sejling, H. Zhao, D. Andersen, H. Ravn)

A Hydraulic Simulink Model of the Heating System in a Single Family House, MATLAB'95, 5 pp., 1995.(with L.H. Hansen, N. Bidstrup, P. Vadstrup, J. Holst)

Overview of Statistical Methods for System Modelling, in Course for Researchers: Statistical Methods in District Heating System Modelling, 62 pp., University of Iceland, 1995.

A Non-Parametric Method for Estimation of the Diffusion Coefficient of Chloride in Concrete (invited), RILEM International Workshop on Chloride Penetration into Concrete, pp. 171-181, St. Remy-les-Chevreuse, 1995 (with A.S. Østerdal, B.F. Nielsen)

Methodologies for the Analysis of Data from Sewers and Wastewater Treatment Plan, Nitrogen Removal from Municipal Wastewater. TemaNord 1995:580, ISBN 929120 709 8, pp. 166-173, 1995.(with M.K. Nielsen, J. Carstensen, N.K. Poulsen, P. Harremoes)

Estimation of Embedded Parameters in Stochastic Differential Equations, The Sixth Meeting of EC2 entitled: Nonlinear Modelling in Economics, Aarhus Universitet, 15 pp., 1995.(with J. Nygaard Nielsen)

Wind Power Prediction Tool in Control Dispatch Centres, ISBN 87-87090-25-2, ELSAM, 190 pp., 1995.(with K. Sejling, T.S. Nielsen, H. Aa. Nielsen, U.S. Nielsen)

Optimal Experiment Design for Fault Detection and Diagnosis, Proc. of the American Control Conference, Vol. 2, pp. 1147-1148, Seattle, 1995.

A Hydraulic SIMULINK Model of the Heating System in a Single Family House, Nordic MATLAB Conference '96, 5 pp., Stockholm, 1995.

Conditional Maximum Likelihood Estimation in Coupon-bond Pricing, Symposium i Anvendt Statistik, Odense Universitet, pp. 37-50, 1996. (with J. Nygaard Nielsen, F. Krøijer, M. Preisel)

Interpretation of a Pumping Station as an On-line Flow Measurement, 7th. ICUSD, Hannover, 1996.(with J. Carstensen, M. Kjølby, P. Harremoes)

Wind Power Prediction Using ARX Models and Neural Networks, International Conference: Modelling, Identification and Control, pp. 310-313, Innsbruck, Febr., 1996.(with H. Aa. Nielsen)

Predictive Control of Air Temperature in Greenhouses, 13th Word Congress of IFAC, Vol. B, pp. 399-404, San Fransisco, Juli, 1996.(with B. Nielsen)

Modelling of Heat Dynamics using Thermal Networks, in System Identification Competition, pp. 137-148, Ed. J.J. Bloem, ISBN 92-827-6348, 1996.

Sampling Techniques in Stochastic Differential Equations, Conference on Mathematical Finance, Aarhus University, 1996.(with M. Baadsgaard, J.N. Nielsen, M. Preisel)

An Outline of Methods for Statistical Quality Control of Measurement Processes, In Quality Assurance in Testing, Analysis and Modelling, pp. 19-28, JRC European Commission, Ed. J.J. Bloem, Special Publication No. I.96.71. 1996.(with P. Thyregod)

Application of a Thermal Network Model on Case 3, in System Identification Competition, p. 93-99, Ed. J.J. Bloem, ISBN 92-827-6348, 1996.(with H. Melgaard, J. Holst)

Modelling of Heat Dynamics Using Thermal Networks, in System Identification Competition, p. 137-148, Ed. J.J. Bloem, ISBN 92-827-6348, 1996.(with J.N. Nielsen)

Estimation of a Low Pass Filter for Solar Radiation Data, Progress in Industrial Mathematics (at ECMI96), pp. 35-42, Teubner, Stuttgart, 1996.(with J. Jacobsen, P. Harremoes)

Design of CUSUM Control Charts for Emission Data, CEN/TC 264/WG9, N. 41, 1997.
(with J. Iwersen)

ARX-models with Parameter Variations Estimated by Local Fitting, 11th IFAC Symposium on System Identification, Vol. 2, pp. 475-480, Kitakyushu, Fokuoka, 1997.(with H.Aa. Nielsen, T.S. Nielsen)

Estimation in Stochastic Differential Equations with a State Dependent Diffusion Term, 11th IFAC Symposium on System Identification, Vol. 3, pp. 1425-1430, Kitakyushu, Fokuoka, 1997. (with M. Baadsgaard, J. Nygaard Nielsen, H. Spliid)

Pe. Thyregod, H. Madsen, J. Carstensen, K. Arnbjerg-Nielsen: Integer Valued Autoregressive Models for Rainfall Measurement Processes, in Operational Water Management, Refsgaard & Karalis(eds), pp. 121-126, Balkema, Rotterdam, ISBN 9054108975, 1997.

R. Tamstorf, H. Madsen, J.M. Carstensen: On Optical Flow Estimation in Radar Images for Precipitation Forecasting, in Operational Water Management, Refsgaard & Karalis (eds), pp. 65-72, Balkema, Rotterdam, ISBN 9054108975, 1997.

Maxmin Input Design for Linear Dynamic Systems, 11th IFAC Symposium on System Identification, Vol. 3, pp. 1431-1436, Kitakyushu, Fokuoka, 1997. (with P. Sadegh, L.H. Hansen, J. Holst)

Modelling of a Hydraulic Robot, Research Report No. 2, 30 pp., 1997. (with M.R. Schmidt, J. Zhou, L.H. Hansen)

Development of Methods for Evaluation of Electricity Savings and Load Levelling Measures, Part 1: Aggregated Power Consumption Models for the Eastern Part of Denmark, 122 pp., NESA/IMM, EFP95/1753/95-0001, 1997.(with H.A. Nielsen)

Development of Methods for Evaluation of Electricity Savings and Load Levelling Measures, Part 3: Experimental Assessment of the Effect of a Power Conservation Campaign}, 94 pp., NESA/IMM, EFP95/1753/95-0001, 1997.(with H.A. Nielsen)

A Dynamic Nonlinear Model of a Thermostatic Valve, CLIMA2000, Brussels, 1997.
(with L.H. Hansen, J. Holst, N. Bidstrup, P. Vadstrup)

Nonparametric Identification and Estimation of Interest Rate Models using First Order Cumulative Characteristics, Conference on Quantitative Methods in Finance, Sydney, 1997. (with J.N. Nielsen)

Local Fitting of Autoregressive Models with External Input, Symposium in Applied Statistics, 1997.(with H.Aa. Nielsen, T.S. Nielsen)

Formulating and Testing a Rain Series Generator based on Tipping Bucket Gauges, Third International Workshop on Rainfall in Urban Areas, pp. 9-16, Pontresina (Switzerland), 1997(with K. Arnbjerg-Nielsen, P. Harremoes)

Modelling the Embedded Rainfall Process using Tipping Bucket Data, Third International Workshop on Rainfall in Urban Areas, pp. 197-204, Pontresina (Switzerland), 1997.(with Pe. Thyregod, K. Arnbjerg-Nielsen, J. Carstensen)

A Method for Automatic Calibration of Parameters of an Integrated Model, Technical Report. (with J. Jacobsen, W. Rauch, P. Harremoes)

Implementation of mini CHP, 7. International Symposium on District Heating and Simulation, 7 pp., Reykjavik, 1997.(with A.M. Espensen, W. Bergstrøm, H.A. Nielsen)

Control of Supply Temperature in District Heating Systems -- An Application, 7. International Symposium on District Heating and Simulation, 15 pp., Reykjavik, 1997.
(with T.S. Nielsen)

Conditional Parametric ARX-models for Modelling Time Delays in District Heating Systems, 7. International Symposium on District Heating and Simulation, 12 pp., Reykjavik, 1997.(with H.A. Nielsen, T.S. Nielsen)

Non-parametric Statistical Methods for Wind Power Prediction, EWEC'97, Dublin, 1997.
(with A. Joensen, T.S. Nielsen)

Statistical Methods for Predicting Wind Power, EWEC'97,
Dublin, 1997. (with T.S. Nielsen)

Using Meteorological Forecasts in On-line Predictions of Wind Power, Technical Report No. 31, IMM, 1997.(with T.S. Nielsen)

WPPT, A Tool for On-line Wind Power Prediction, EPRI-DOE-NREL Wind Energy Forecasting Workshop, 23 pp., San Francisco, 1998. (with T.S. Nielsen, J. Tøfting)

Adaptive and Recursive Estimation of Conditional Parametric Models, draft paper, 1998. (with H.A. Nielsen, T.S. Nielsen, A.K. Joensen)

Tracking Time-varying Parameters with Local Regression, draft paper, 1998. (with A.K. Joensen, H.A. Nielsen, T.S. Nielsen)

H. Aa. Nielsen, H. Madsen: Some tools for identification of nonlinear time series, Technical Report No. 16, IMM, 1998.

H.Aa. Nielsen, K.K. Andersen, H. Madsen: Empirisk bestemt model for elforbruget i Østdanmark}, Technical Report No. 18, IMM, 1998.

H.Aa. Nielsen, H. Madsen: SAS-makroer til estimation og prædiktion i elforbrugsmodel, Technical Report No. 19, IMM, 1998.

J. Bak, H. Aa. Nielsen, H. Madsen: Goodness of fit of stochastic differential equations, Symposium i Anvendt Statistik, Handelshøjskolen, Kbh., 1999.

T.S. Nielsen, H. Madsen, H.Aa. Nielsen: Using Meteorological Forecasts in On-line Predictions of Wind Power, IMM, 1999.

A.K. Joensen, G. Giebel, L. Landberg, H. Madsen, H.Aa. Nielsen: Model output statistics applied to wind power prediction, In Wind Energy for the Next Millinium, European Wind Energy Conference, p. 1177-1180, Nice, 1999.

P. Sadegh, H. Aa. Nielsen, H. Madsen: A semi-parametric approach for decomposition of absorption spectra in the presence of unknown components, CINTEM, VKI, IMM/P.10/03-05-99, 1999.

... many are missing.

H. Madsen, T.S. Nielsen, H.Aa. Nielsen, L. Landberg, G. Geibel: Zephyr and short-term wind power prediction models, Conf. Wind Power for the 21st Century, Kassel, 2000.

H. Madsen, T.S. Nielsen, H.Aa. Nielsen, L. Landberg: Short-term prediction of wind farm electricity production. European Congress on Computational Methods in Applied
Sciences and Engineering, Barcelona, 2000.

H.Aa. Nielsen, H. Madsen: Predicting the Heat Consumption in District Heating Systems using Meteorological Forecasts, 147 pp., IMM, DTU, 2000.

H.Aa. Nielsen, M. Rasmussen, H. Madsen: Calibration with near-continuous spectral measurements, Symposium in Applied Statistics, KU, Copenhagen, 2001.

H. Madsen, T.S. Nielsen, H. Aa. Nielsen: Intelligent Control, News from DBDH, Vol. 3, 2001.

.......

N.R. Kristensen, S. B. Jørgensen, H. Madsen: Computer Aided Continuous Time Stochastic Process Modelling}, ESCAPE-11, 189-194, Kolding, May 2001

N.R. Kristensen, H. Madsen, S.B. Jørgensen: Facilitating Fast Modelling Cycle Decision-Making with Statistical Methods, paper 279d, AIChE Annual Meeting 2001, Reno, USA, 2001

T.S. Nielsen, H. Madsen, H. Aa. Nielsen, G. Giebel, L. Landberg: Prediction of regional wind power, Proceedings of the 2002 Global Windpower Conference, Paris, April 2002.

H. Aa. Nielsen, T.S. Nielsen, H. Madsen: On on-line systems for short-term forecasting for energy systems, Proceedings OR 2002 Conference, p. 265-271, Klagenfurt, Austria, Springer, 2002.


T.S. Nielsen, H. Aa. Nielsen, H. Madsen: Prediction of wind power using time-varying coefficient-functions, Proceedings of XV IFAC World Concress, Barcelona, July 2002.

J.V. Tornfeldt Sørensen, H. Madsen, H. Madsen: Towards an operational data assimilation system for a three-dimensional hydrodynamic model}. In: I.D. Cluckie, D. Han, J.P. Davis, S. Heslop, Proceedings of the Fifth International Conference on Hydroinformatics, pp. 1204-1209, Cardiff, Wales, July 2002.


K.K. Andersen, H. Madsen, H. Aa. Nielsen: Optimal control of micro CHP, In System and Simulations in Buildings, Liege, Belgium, 2002.

H. Aa. Nielsen, T.S. Nielsen, H. Madsen: Using meteorological forecasts for short term wind power forecasting, Proceedings of the IEQ R&D Wind Annex, XI Joint Action Symposium, Norrkoping, December 2002.

J.V. Tornfeldt Sørensen, H. Madsen, H. Madsen, H.R. Jensen, P.S. Rasch, A. C. Erichsen, K.I. Dahl-Madsen: Data assimilation in an operational forecast system of the North Sea - Baltic Sea system. In: H.Dahlin, N.C. Flemming, K. Nittis, S.E. Petersson: Proceedings of the Third EuroGOOS Conference, Athens, December 2002.

N.R. Kristensen, H. Madsen, and S.B. Jørgensen: Using Continuous Time Stochastic Modelling and Nonparametric Statistics to Improve the Quality of First Principles Models, ESCAPE 12, The Hague, The Netherlands, May 2002.

N.R. Kristensen, H. Madsen, S.B. Jørgensen: Systematic model improvement for dynamic systems, AICHE Anual Meeing, Indianapolis, November 2002.

H. Madsen, M.J. Jimenez, K.K. Andersen: How to get physical parameters using MATLAB, Conference on Dynamic Analysis and Modelling, DAME-BC, Ispra, November 2003.

Niels Rode Kristensen, Henrik Madsen, Sten Bay Jørgensen: Developing Phenomena Models from Experimental Data, in European Symposium on Computer Aided Process Engineering - 13, Elsevier, 2003.

C. W. Tornøe, H. Agersø, H. A. Nielsen, H. Madsen, E. N. Jonsson: Population Pharmacokinetic Modelling of a Subcutaneous depot for GnRH antagonist Degarelix. PAGE meeting, Verona, June 2003.

G. Kariniotakis, D. Mayer, J. Moussafir, R. Chevallaz-Perrier, J. Usaola, I. Sanchez, I. Marti, H. Madsen, T.S. Nielsen, C. Lac. P. Frayssinet, H-P. Waldl, J. Halliday, G. Giebel, L. Landberg, G. Kallos, J. Ottavi, U. Focken, M. Lange, D. Heinemann, J. Ancin, P. O'Donnel, D. McCoy, M. Collmann, A. Gigandidou, G. Gonzales, C. Barquero, I. Cruz, N. Hatziargyriou: Development of a Next Generation Wind Power Forecasting System for Large-Scale Integration of Onshore and Offshore Wind Farms}; European Wind Energy Conference, Madrid, June 2003.

G. Giebel, L. Landberg, J. Badger, K. Sattler, H. Feddersen, T.S. Nielsen, H. Aa. Nielsen, H. Madsen: Using Ensemble Forecasting for Wind Power, European Wind Energy Conference, Madrid, June 2003.

Niels Rode Kristensen, Henrik Madsen, Sten Bay Jørgensen: Identification of Continuous Time Models Using Discrete TimeData, Invited paper, IFAC-SYSID, Rotterdam, August 2003.

J. Holst, E. Lindstrom, H. Madsen, H. Aa. Nielsen, Model validation in non-linear continuous-discrete grey-box models, Invited paper, IFAC-SYSID, Rotterdam, August 2003.

L.E. Christiansen, M. C. Evans, M. Waino, S. Ethelberg, H. Madsen, H.C. Wegener: Climate as a Predictor of Prevalence of Campylobacter spp. in Humans and Broilers in Denmark, Conference on Campylobacter, Helicobacter and Related Organisms, Aarhus, October 2003.


K. Nolsøe, M. Kessler, H. Madsen: Estimating Functions with Prior Knowledge, (EFPK) for diffusions}, Technical Report, IMM, DTU, 2003.

Niels Rode Kristensen, Henrik Madsen, Sten Bay Jørgensen: Stochastic Grey-Box Modelling as a Tool for Improving the Quality of First Engineering Principles Models, ADCHEM, Hong Kong, China, January 2004.

J.V. Tornfeldt, H. Madsen, H. Madsen: Paramter estimation in a hydrodynamic model of the North Sea and Baltic Sea, Technical Report, DHI Water & Environment, Hørsholm, 2004.


Other publications -- Popular reports, Master thesis, Ph.D. Thesis, Software documentation, etc.

Usikkerhedsproblematik vedrørende betons krybning (Uncertainty aspects related to the creep of concrete), Referatrapport I (40 pp.), Referatrapport II (31 pp.), Danmarks Ingeniørakademi, Bygningsafdelingen, 1980. (with T. Nielsen)

Statistiske metoder for produktionskontrol af fabriksbeton, Eksamensarbejde (Master Thesis) (149 pp.), IMSOR, 1982.

Statistically Determined Dynamical Models for Climate Processes, Licentiatafhandling (Ph.D. Thesis) (428 pp.), IMSOR, 1985.

Sammenhæng mellem Dioxinemmission og Driftsforhold (Relationship between dioxin emission and drift characteristics), Arbejdsrapport nr. 4, Miljøstyrelsen (40 pp.), 1988. (Report in Danish from a steering group under the Danish Environmental Protection Agency, where I was a statistical expert).

Dioxinemission ved Affaldsforbrænding (Dioxin emission from waste incineration plants), Miljøprojekt nr. 117, Miljøstyrelsen (248 pp.), 1989. (Report in Danish from a steering group under the Danish Environmental Protection Agency, where I was a statistical expert).

Klorkilders Betydning for Dioxindannelse ved Forbrænding (The influence of cloride for dioxin formation under incineration), Miljøprojekt nr. 118, Miljøstyrelsen (28 pp.), 1989.(Report in Danish from a steering group under the Danish Environmental Protection Agency, where I was a statistical expert).

Brugervejledning til 'Prognose og Energistyringssystem - Version 2', IMSOR, 66 pp., 1989. (with H.T. Søgaard, K. Sejling)

Emissionsundersøgelse for Pejse og Brændeovne (An investigation of emissions for wood stoves), Miljøprojekt nr. 149, Miljøstyrelsen (140 pp.), 1990. (Report in Danish from a steering group under the Danish Environmental Protection Agency, where I was a statistical expert).

PRESS - Et Redskab til Optimal Regulering af Fremløbstemperaturen, Fjernvarmen No. 2/90, pp. 14-16, 1990 (with K. Sejling, H. Søgaard, O. Majland, J. Jessen, E. Christiansen)

Projection and Separation in Hilbert Spaces, Lecture notes used in Ph.D. course in Multivariate System Identification. IMSOR, 30 pp., 1992.

An Introduction to Estimation Methods for Static and Dynamic Models, Lecture notes used in Ph.D. course in Multivariate System Identification. IMSOR, 21 pp., 1992.

Note vedr. anvendelse af IMSOR's HP9000 system. (Note on the used of the HP9000 computer system at IMSOR), 1993. (with C.K. Olsson, B.F. Nielsen, B. Ersbøll, C.K. Hansen)

Emission af Dioxiner fra Pejse og Brændeovne (Dioxin emission from wood stoves), Miljøprojekt nr. 249, Miljøstyrelsen (68 pp.), 1994. (with K.J. Hansen, J. Vikelsøe)

Advanced Time Series Analysis, Lecture notes used at the ECMI lectures in Grenoble. DTU, IMM, 121 pp., 1994.

En Statistisk Analyse af Graddagekunder, IMM-report, 39 pp., 1995.

User Manual for the Program 'Wind Power Prediction Tool', IMM, 19 pp., 1995. (with T.S. Nielsen, H.T. Søgaard, K. Sejling)

Technical Manual for the Program 'Wind Power Prediction Tool'}, IMM, 33 pp., 1995. (with T.S. Nielsen, H.T. Søgaard, K. Sejling)

Off-line Wind Power Prediction Tool - Version 1.0 - Users Manual, IMM, 13 pp., 1995. (with H.A. Nielsen)

File Interface for the Program 'Wind Power Prediction Tool'}, IMM, 19 pp., 1995. (with T.S. Nielsen, H.T. Søgaard, K. Sejling)

Kostægte Fjernvarmetariffer, EFP93 final report (ed. E. Løgberg), Birch & Krogboe, 83 pp., 1995.

Model for Brændselsforbrug og Elproduktion på Korsør Kraftvarmeværk, Subreport for the above mentioned final report, IMM, DTU, 60 pp., 1995. (with H.A. Nielsen)

DSM: Program til Simulation og Estimation af Dobbelt Stokastiske Modeller (DSM: A program for simulation and estimation of doubly stochastic models), Technical Report, 38 pp., IMM-REP-1995-17. (with T.F. Larsen)

En Statistisk Bearbejdning af Slaggeanalyser og Forslag til Godkendelse af Slagger, IMM, 43 pp, 1996.

Operational Quality Assurance of Measuring Systems during Operations; CUSUM Control Charts, CEN/TC 264/WG 9, N. 25, 21. pp, 1996.

On the Mathematics behind the CUSUM Control Charts, CINTEM -- Center for Informationsteknologi på Miljøområdet, IMM/P.05/150198, 23 pp., 1998.

An Introduction to CUSUM Charts for Controlling Measurement Systems, CINTEM - Center for Informationsteknologi på Miljøområdet, IMM/P.04/150198, 13 pp., 1998.


Modified 16/11-04  jkl@imm.dtu.dk