A new tree-based graphical model | the dynamic staged tree | is
proposed for modelling discrete-valued discrete-time multivariate processes which
are hypothesised to exhibit symmetries in how some intermediate situations might
unfold. We de¯ne and implement a one-step-ahead prediction algorithm with the
model using multi-process modelling and the power steady model that is robust
to short-term variations in the data yet sensitive to underlying system changes.
We demonstrate that the whole analysis can be performed in a conjugate way so
that the potentially vast model space can be traversed quickly and then results
communicated transparently. We also demonstrate how to analyse a general set
of causal hypotheses on this model class. Our techniques are illustrated using a
simple educational example