PhD Position in Stochastic Filtering Control and Identification

Technical University of Denmark, Denmark is inviting excellent students to apply for a PhD position in computer science. Eligible candidates should submit the applications before September 02, 2019.

DTU Compute's section for Dynamical Systems, invite applications for a PhD position focusing on probabilistic forecasting of electricity load and production from renewable energy sources. The Position is available from September 1st2019 or as soon as possible thereafter.

Our department DTU Compute is an internationally unique academic environment spanning the science disciplines mathematics, statistics and computer science. At the same time we are an engineering department covering informatics and communication technologies (ICT) in their broadest sense. Finally, we play a major role in addressing the societal challenges of digital society where ICT is a part of every industry, service and human endeavour.

DTU Compte strives to achieve research excellence in its basic science disiplines, to achieve technological leadership in research and innovation, and to address societal challenges in collaboration with partners at DTU and other academic institutions, nationally and internationally, and, equally important with industry and organizations. We communicate and collaborate with leading centres and strategic partners in order to increase participation in major consortia.

DTU Compute plays a central role in education at all levels of engineering programs at DTU - both in terms of our scientific disciplines and our didactic innovation.

The PhD project will focus on methods for real-time forecasting. This calls for methods that are able to handle changes of the parameters due to eg. dirtiness of PV panels, changes in the roughness of the surrounding terrain, and changes of the MET-models. In future energy systems the flexibility at the consumer level has to be unlocked in order to provide a balance between production and load. This calls for new methods for demand response, which again will lead to new challenges for load forecasting. Adaptivity is important for both state-of-the-art methods for point forecasting, like temporal hierarchies and SDE based methods. In principle two different principles will be considered. One approach is to formulate the model and the forecasts using penalized optimization, and another method is to introduce time-varying hidden parameters into the models.

Responsibility and tasks

You are expected to

Candidates may apply prior to obtaining their master’s degree but cannot begin before having received it.

All interested candidates irrespective of age, gender,race, disability, religion or ethnic background are encouraged to apply.

DTU Compute has a total staff of 400 including 100 faculty members and 130 Ph.D. students. We offer introductory courses in mathematics, statistics, and computer science to all engineering programmes at DTU and specialised courses to the mathematics, computer science, and other programmes. We offer continuing education courses and scientific advice within our research disciplines, and provide a portfolio of innovation activities for students and employees. DTU is a technical university providing internationally leading research, education, innovation and scientific advice. Our staff of 6,000 advance science and technology to create innovative solutions that meet the demands of society, and our 11,200 students are being educated to address the technological challenges of the future. DTU is an independent university collaborating globally with business, industry, government and public agencies.
Deadline: September 02, 2019
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