# Yr Athro Owen Jones

Chair in Operational Research

- Email:
- joneso18@cardiff.ac.uk
- Telephone:
- 029 2251 0253
- Location:
- M/2.08, 21-23 Ffordd Senghennydd, Cathays, Caerdydd, CF24 4AG

### Research Group

Operational Research

### Research Interests:

Operational research (OR) is a way of using analytical methods to help make better decisions. I am committed to developing the role of OR in the Environment, Energy & Sustainability. For example:

- How to balance economic, environmental and social objectives
- Quantifying the impacts of climate change
- Managing renewable energy
- Management of renewable and non-renewable resources
- Sustainable water usage
- Enabling sustainable cities and sustainable development
- Reducing carbon emissions
- Recycling, remanufacturing and waste management
- Disaster management

Operational research draws on a wide range of mathematical modelling and optimisation techniques. My background is mostly in stochastic modelling and simulation, and I am particularly interested in likelihood free methods for fitting complex stochastic models to data.

### Grants and consulting

**2016**

Australian Research Council Linkage Grant: Mitigating extreme water supply contamination in bushfire burned catchments**2015**

Australian Federal Office of Transport Security: Report on Utility of Explosive Trace Detection Deployment Arrangements**2013**

Australian Federal Department of Agriculture, Fisheries and Forestry: Risk Analysis for the new Post-Entry Quarantine Facility**2012**

Rate Valuation Services: Multivariate Approaches to Breach Detection**2011**

Bushfire Collaborative Research Centre Grant: Quantifying water quality risks following wildfire**2009**

Norman Waterhouse Lawyers: Advice on a question of changing market share**2008**

French-Australian Science and Technology Program International Science Linkage: Objective Risk Evaluation and Decision Making for Large Systems**2006**

Melbourne University Grant: Brownian motion with a multifractal time-change

Australian Research Council Discovery Grant: Multifractal models in finance via the crossing tree**2005**

Virgin Blue: Comments on Audit Sampling Dictionary**2004**

Nuffield Foundation Grant: Modelling self-similar telecommunications data**2003**

Merlin Power Systems: Modelling delivery of emergency generators**2002**

McLaren International: Optimal settings for a race car

UK EPSRC Grant: Self-similar processes with embedded branching process**1999**

UK National Air Traffic Systems: Analysis of Real-time Simulation Trials

### 2018

- Aryal, N. and Jones, O. D. 2018. Fitting a spatial-temporal rainfall model using Approximate Bayesian Computation. Presented at: IWSM2018: 33rd International Workshop on Statistical Modelling, Bristol, UK, 16-20 July 201833rd International Workshop on Statistical Modelling, Vol. 2. University of Bristol pp. 7-12.

### 2017

- Jones, O.et al. 2017. The allocation of inspection resources. In: Robinson, A. P. et al. eds. Invasive Species: Risk Assessment and Management.. UK: Cambridge University Press, pp. 1-16.
- Aryal, N. R. and Jones, O. D. 2017. Fitting the Bartlett-Lewis rainfall model using Approximate Bayesian Computation. Presented at: 22nd International Congress on Modelling and Simulation, Hobart, Tasmania, Australia, 3 - 8 December 2017.

### 2016

- Jones, O. 2016. The stochastic runoff-runon process: extending its analysis to a finite hillslope. Journal of Hydrology 541, pp. 677-688. (10.1016/j.jhydrol.2016.06.056)

### 2015

- Decrouez, G., Hambly, B. and Jones, O. 2015. The Hausdorff spectrum of a class of multifractal processes. Stochastic Processes and Their Applications 125(4), pp. 1541-1568. (10.1016/j.spa.2014.11.007)
- Rolls, D. A. and Jones, O. 2015. An improved test for continuous local martingales. Communications in Statistics - Theory and Methods 44(13), pp. 2674-2688. (10.1080/03610926.2013.788709)
- Appalasamy, S.et al. 2015. New multivariate linear regression real and reactive branch flow models for volatile scenarios. Presented at: 2015 IEEE Power & Energy Society General Meeting, Denver, CO, USA, 26-30 July 20152015 IEEE Power & Energy Society General Meeting. Institute of Electrical and Electronics Engineers (IEEE) pp. 258-262., (10.1109/PESGM.2015.7285669)
- Eng, F., Gan, H. and Jones, O. 2015. The role of communication in emergency evacuations: an analysis of a ring network with a static disruption. Presented at: 17th International IEEE Conference on Intelligent Transportation Systems (ITSC), Qingdao, China, 8-11 October 20142014 IEEE 17th International Conference on Intelligent Transportation Systems (ITSC 2014), Vol. 2. Institute of Electrical and Electronics Engineers (IEEE) pp. 1186-1193., (10.1109/ITSC.2014.6957848)

### 2014

- Jones, O., Nyman, P. and Sheridan, G. J. 2014. Modelling the effects of fire and rainfall regimes on extreme erosion events in forested landscapes. Stochastic Environmental Research and Risk Assessment 28(8), pp. 2015-2025. (10.1007/s00477-014-0891-6)
- Sheridan, G.et al. 2014. A simple two parameter model for scaling hillslope surface runoff. Earth Surface Processes and Landforms 39(8), pp. 1049-1061. (10.1002/esp.3503)
- Kowalewski, A., Jones, O. and Ramamohanarao, K. 2014. Volatility homogenisation kernel for forecasting. Presented at: International Work-Conference on Time Series (ITISE 2014), Granada, Spain, 25-27 June 2014.
- Jones, O., Maillardet, R. and Robinson, A. 2014. Introduction to Scientific Programming and Simulation Using R.. Chapman & Hall/CRC The R Series. Chapman & Hall/CRC.
- Kowalewski, A. W., Jones, O. and Ramamohanarao, K. 2014. Volatility homogenisation decomposition for forecasting. Presented at: 2014 IEEE Computational Intelligence for Financial Engineering & Economics (CIFEr), London, UK, 27-28 March 20142014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). Institute of Electrical and Electronics Engineers (IEEE) pp. 182-189., (10.1109/CIFEr.2014.6924071)

### Current and Past Research Students

**Nanda Aryal** PhD: Spatio-Temporal Rainfall Models.

**Sashireka Appalasamy** PhD: Parametric and nonparametric regression for optimal power flow models in volatile scenarios: precision, robustness and reliability.

**Felicia Eng** PhD 2016: Game-Theoretic Approaches to Natural Disaster Evacuation Modelling.

**Adam Kowalewski** PhD 2016: Volatility Homogenisation and Machine Learning for Time Series Forecasting.

**Craig Mason** MPhil 2016: Improved modelling of post fire hydro-geomorphic risks.

**Geoffrey Decrouez** PhD 2009: Generation of multifractal signals with underlying branching structure.

**Wahib Arroum** PhD 2008: Time-Changed Self-Similar processes: An Application To High Frequency Financial Data

### Textbook

Owen Jones, Robert Maillardet, and Andrew Robinson.Introduction to Scientific Programming and Simulation Using R, Second Edition. The R Series, Chapman & Hall/CRC. 2014.

From the preface: “This book has two principal aims: to teach scientific programming and to introduce stochastic modelling. Stochastic modelling in particular, and mathematical modelling in general, are intimately linked to scientific programming because the numerical techniques of scientific programming enable the practical application of mathematical models to real-world problems. In the context of stochastic modelling, simulation is the numerical technique that enables us to analyse otherwise intractable models.

“Simulation is also the best way we know of developing statistical intuition.”

I am an applied mathematician with a background in data analytics, optimisation and simulation. Many of my projects involve assembling data from divers sources, using it to build simulation models, then using those models to inform management decisions. Previous collaborators include the Australian Department of Agriculture, Fisheries and Forestry (planning for the Post Entry Quarantine facility, a national infrastructure project); the Australian Office of Transport Security (improving security procedures in Australian airports); Rate Valuation Services (a financial services company); McLaran International (the racing team); Merlin Power Systems (a feasibility study for an emergency response scheme for power generators in the UK); and National Air Traffic Systems (responsible for air traffic control in the UK).

My work makes use of a wide range of computational, analytical and mathematical techniques. I have taught graduate courses in machine learning and data mining, and I am the principal author of a best-selling text book on programming and simulation using the language R. Much of my current research concerns complex spatio-temporal environmental data, in particular problems of water runoff in catchment areas.