My research interests can be split into more fundamental research and research related to applications. Regarding the basic research the main interest is related to analysis and modeling of stochastic dynamical systems. This includes signal processing, time series analysis, model identification, statistical model building, estimation techniques, grey box modeling, probabilistic forecasting and stochastic control theory. The applications are mostly related to energy systems, informatics, environmental systems, pharmaceutical systems, biostatistics, process modeling and finance. Being at a technical university I’m heavily inspired by trying to solve real life problems in physics, biology, and engineering.