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math.PR2019
On non-stationary solutions to MSDDEs: representations and the cointegration space
Mikkel Slot Nielsen
In this paper we study solutions to multivariate stochastic delay differential equations (MSDDEs) which have stationary increments, and we show that this modeling framework is in m…
stat.AP2019
A surrogate model for estimating extreme tower loads on wind turbines based on random forest proximities
Mikkel Slot Nielsen, Victor Rohde
In the present paper we present a surrogate model, which can be used to estimate extreme tower loads on a wind turbine from a number of signals and a suitable simulation tool. Due…