DTUlogo           The Time Series Analysis Group


The Time Series Analysis group under the Mathematical Statistics section at the Informatics and Mathematical Modelling (IMM).


The time series group is involved with development of new statistical methods and their applications in modelling dynamical systems and with the usage of stochastic dynamical models for engineers.

Most of the research is based on concrete practical problems, which is reflected in the amount of research being done in collaboration with various industrial firms and corporations. For instance are three of the Ph.D. students, industrial fellows

Our research is applied within the fields of energy systems, finance, environmental systems and chemometrics.


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last modified 23 November 2004  jkl@imm.dtu.dk