I was appointed ass. prof. in Statistics in 1986, assoc. prof. in 1989, and professor in Statistics with a special focus on Stochastic Dynamical Systems in 1999. I have been / am external lecturer at a number of universities. In 2017 I was appointed professor II at NTNU. My main research interests are related to analysis and modelling of stochastic dynamic 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, PK/PD Modelling, Process Modelling, and Finance. He has authored or co-authored approximately 600 papers and technical reports, and about 14 educational texts.Latest books: * H. Madsen: Time Series Analysis, Chapman & Hall/CRC, 392 pp, 2008* H. Madsen and P. Thyregod: Introduction to General and Generalized Linear Models, Chapman & Hall/CRC, 316 pp, 2011* J.M. Morales, A.J. Conejo, H. Madsen, P. Pinson, M. Zugno: Integrating Renewables in Electricity Markets, Spinger, 429 pp, 2014* E. Lindström, H. Madsen, J.N. Nielsen: Statistics for Finance, Chapman & Hall/CRC, 359 pp, 2015* J.K. Møller, M. Schweiker, M. Andersen, R.K. Andersen, B. Gunay, S. Yilmaz, V.M. Barthelemes, H. Madsen: Statistical Modelling of Occupant Behaviour, Chapman & Hall/CRC, 366 pp, 2024Specialties: Time series analysis, Signal processing, Stochastic systems, System modeling, Prediction, Predictive control, Modeling using Stochastic Differential Equations, Grey Box Modeling, Generalized Linear Models, APPLICATIONS of the mentioned specialties: Wind Power Forecasting, Solar Power forecasting, PK/PD Modeling, Hydrodynamical modeling, Modeling Heat Dynamics of Buildings, Demand Response, Flexibility, Smart Cities, Smart Grids, Integration of Renewables in Energy Systems