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

HM received the M.Sc. in Engineering in 1982, and the Ph.D. in
Statistics in 1986, both at the Technical University of Denmark. HM
was appointed Ass. Prof. in Statistics in 1986, Assoc. Prof. in 1989,
and Professor in Statistics with a special focus on Stochastic Dynamic
Systems in 1999. HM has been external lecturer at a number of universities.

HM's main research interest is related to analysis and modelling of
stochastic dynamics systems. This includes signal processing, time
series analysis, identification, estimation, grey-box modelling,
prediction, optimization and control. The applications are mostly
related to Energy Systems, Informatics, Environmental Systems,
Bioinformatics, Biostatistics, Process Modelling and Finance.  One of
the primary research areas is mathematical and statistical methods for
predictions. 
HM has been involved with building systems for wind power prediction 
for about tvelve years.  
HM has authored or co-authored approximately 210 papers and technical reports, 
and about 10 educational textbooks.

HM is involved in a large number of cooperative projects with other
universities, research organizations and industrial partners. His main
research interest is related to analysis and modelling of stochastic
dynamics systems. 
HM is in charge of three courses at the Technical University of Denmark. 
HM is the head of Center for High Performance Computing at DTU which was 
opened by the Danish Minister of Research in February 2002.