Transient gravitational waves (aka gravitational wave bursts) within the nanohertz frequency band could be generated by a variety of astrophysical phenomena such as the encounter of supermassive black holes, the kinks or cusps in cosmic strings, or other as-yet-unknown physical processes. Radio-pulses emitted from millisecond pulsars could be perturbed by passing gravitational waves, hence the correlation of the perturbations in a pulsar timing array can be used to detect and characterize burst signals with a duration of $\mathcal{O}(1\text{-}10)$ years. We propose a fully Bayesian framework for the analysis of the pulsar timing array data, where the burst waveform is generically modeled by piecewise straight lines, and the waveform parameters in the likelihood can be integrated out analytically. As a result, with merely three parameters (in addition to those describing the pulsars' intrinsic and background noise), one is able to efficiently search for the existence and the sky location of {a burst signal}. If a signal is present, the posterior of the waveform can be found without further Bayesian inference. We demonstrate this model by analyzing simulated data sets containing a stochastic gravitational wave background {and a burst signal generated by the parabolic encounter of two supermassive black holes.