Time series models are used to model, simulate, and forecast the behaviour of a phenomenon over time based on data recorded over consistent intervals. The digital era has resulted in data being captured and archived in unprecedented amounts, such that vast amounts of information are available for analysis. Feature-rich time-series datasets are one of the data sets that have become available due to the expanding trend of data collection technologies worldwide. With the application of time series analysis to support financial and managerial decision-making, the development and advancement of time series models in the transportation domain are unavoidable. As a result, this thesis redefines time series models for transportation planning use with the following three aims: (1) To combine parametric and bootstrapping techniques within time series models; (2) to develop a time series model capable of modelling both temporal and spatial dependencies in time-series data; and (3) to leverage the hierarchical Bayesian modelling paradigm to accommodate flexible representations of heterogeneity in data. The first main chapter introduces an ensemble of ARIMA models. It compares its performance against conventional ARIMA (a parametric method) and LSTM models (a non-parametric method) for short-term traffic volume prediction. The second main chapter introduces a copula time series model that describes correlations between variables through time and space. Temporal correlations are modelled by an ARMA-GARCH model which enables a modeller to describe heteroscedastic data. The copula model has a flexible correlation structure and is used to model spatial correlations with the ability to model nonlinear, tailed and asymmetric correlations. The third main chapter provides a Bayesian modelling framework to raise awareness about using hierarchical Bayesian approaches for transport time series data. In addition, this chapter presents a Bayesian copula model. The combination of the two models provides a fully Bayesian approach to modelling both temporal and spatial correlations. Compared with frequentist models, the proposed modelling structures can incorporate prior knowledge. In the fourth main chapter, the fully Bayesian model is used to investigate mobility patterns before, during and after the COVID-19 pandemic using social media data. A more focused analysis is conducted on the mobility patterns of Twitter users from different zones and land use types.