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- Catriona M Queen, Ben J Wright, Casper J Albers
- 2007

(2007). Eliciting a directed acyclic graph for a multivariate time series of vehicle counts in a traffic network. Copyright and Moral Rights for the articles on this site are retained by the individual authors and/or other copyright owners. For more information on Open Research Online's data policy on reuse of materials please consult the policies page.… (More)

- Catriona M. Queen, Casper J. Albers
- 2008

Real-time traffic flow data across entire networks can be used in a traffic management system to monitor current traffic flows so that traffic can be directed and managed efficiently. Reliable short-term forecasting models of traffic flows are crucial for the success of any traffic management system. The model proposed in this paper for forecasting traffic… (More)

- Catriona M. Queen, Casper J. Albers
- 2008

The use of intervention for time series modelling is a well established technique for on-line forecasting and decision-making in the context of Bayesian dynamic linear models. Intervention has also been recently used in (non-dynamic) Bayesian networks to investigate causal relationships between variables, and in dynamic Bayesian networks to investigate… (More)

BACKGROUND
In research laboratories using DNA-microarrays, usually a number of researchers perform experiments, each generating possible sources of error. There is a need for a quick and robust method to assess data quality and sources of errors in DNA-microarray experiments. To this end, a novel and cost-effective validation scheme was devised,… (More)

BACKGROUND
Simulation of DNA-microarray data serves at least three purposes: (i) optimizing the design of an intended DNA microarray experiment, (ii) comparing existing pre-processing and processing methods for best analysis of a given DNA microarray experiment, (iii) educating students, lab-workers and other researchers by making them aware of the many… (More)

After explaining the well-known two-envelope 'paradox' by indicating the fallacy involved, we consider the two-envelope 'problem' of evaluating the 'factual' information provided to us in the form of the value contained by the envelope chosen first. We try to provide a synthesis of contributions from economy, psychology, logic, probability theory (in the… (More)

- Catriona M Queen, Casper J Albers
- 2008

Congestion on roads is a major problem worldwide. Many roads now have induction loops implanted into the road surface providing real-time traffic flow data. These data can be used in a traffic management system to monitor current traffic flows in a network so that traffic can be directed and managed efficiently. Reliable short-term forecasting and… (More)

- Catriona M Queen, Ben J Wright, Casper J Albers
- 2007

The linear multiregression dynamic model (LMDM) is a Bayesian dynamic model which preserves any conditional independence and causal structure across a multivariate time series. The conditional independence structure is used to model the multivariate series by separate (conditional) univariate dynamic linear models, where each series has contemporaneous… (More)

An analytical solution is provided to the problem of minimising a convex quadratic under a general quadratic (inequality) constraint, additional affine constraints being easily accommodated. Such problems occur widely. The explicit, analytical solution provided offers insight into the diverse nature both of special cases of this problem and of their… (More)

We consider the problem min x (x−t) A(x−t) subject to x Bx + 2b x = k where A is positive definite or positive semi-definite. Commonly occurring statistical variants of this problem are discussed within the framework of a general unifying methodology. These include non-trivial considerations that arise when (i) A and/or B are not of full rank and (ii) t… (More)