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Eliciting a directed acyclic graph for a multivariate time series of vehicle counts in a traffic network

Queen, Catriona M.; Wright, Ben J. and Albers, Casper J. (2007). Eliciting a directed acyclic graph for a multivariate time series of vehicle counts in a traffic network. Australian & New Zealand Journal of Statistics, 49(3) pp. 221–239.

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The problem of modelling multivariate time series of vehicle counts in traffic networks is considered. It is proposed to use a model called the linear multiregression dynamic model (LMDM). The LMDM is a multivariate Bayesian dynamic model which uses any conditional independence and causal structure across the time series to break down the complex multivariate model into simpler univariate dynamic linear models.

The conditional independence and causal structure in the time series can be represented by a directed acyclic graph (DAG). The DAG not only gives a useful pictorial representation of the multivariate structure, but it is also used to build the LMDM. Therefore, eliciting a DAG which gives a realistic representation of the series is a crucial part of the modelling process.

A DAG is elicited for the multivariate time series of hourly vehicle counts at the junction of three major roads in the UK. A flow diagram is introduced to give a pictorial representation of the possible vehicle routes through the network. It is shown how this flow diagram, together with a map of the network, can suggest a DAG for the time series suitable for use with an LMDM.

Item Type: Journal Article
Copyright Holders: 2007 Australian Statistical Publishing Association Inc.
ISSN: 1467-842X
Extra Information: Author Posting. Copyright Statement on behalf of the Publisher:

© Blackwell Publishing (2007) This is the author's version of the work. It is posted here by permission of Blackwell Publishing for personal use, not for redistribution. The definitive version was published in Australian & New Zealand Journal of Statistics, Volume 49 Issue 3 pp221-239

The definitive version is available at

Keywords: conditional independence; dynamic linear model; linear multiregression dynamic model; model elicitation; traffic modelling
Academic Unit/Department: Mathematics, Computing and Technology > Mathematics and Statistics
Mathematics, Computing and Technology
Item ID: 17547
Depositing User: Catriona Queen
Date Deposited: 07 Jul 2009 16:04
Last Modified: 26 Feb 2016 02:34
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