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ARIMA forecasting of ambient air pollutants (O3, NO, NO2 and CO)

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Abstract

In the present study, a stationary stochastic ARMA/ARIMA [Autoregressive Moving (Integrated) Average] modelling approach has been adapted to forecast daily mean ambient air pollutants (O3, CO, NO and NO2) concentration at an urban traffic site (ITO) of Delhi, India. Suitable variance stabilizing transformation has been applied to each time series in order to make them covariance stationary in a consistent way. A combination of different information-criterions, namely, AIC (Akaike Information Criterion), HIC (Hannon–Quinn Information Criterion), BIC (Bayesian Information criterion), and FPE (Final Prediction Error) in addition to ACF (autocorrelation function) and PACF (partial autocorrelation function) inspection, has been tried out to obtain suitable orders of autoregressive (p) and moving average (q) parameters for the ARMA(p,q)/ARIMA(p,d,q) models. Forecasting performance of the selected ARMA(p,q)/ARIMA(p,d,q) models has been evaluated on the basis of MAPE (mean absolute percentage error), MAE (mean absolute error) and RMSE (root mean square error) indicators. For 20 out of sample forecasts, one step (i.e., one day) ahead MAPE for CO, NO2, NO and O3, have been found to be 13.6, 12.1, 21.8 and 24.1%, respectively. Given the stochastic nature of air pollutants data and in the light of earlier reported studies regarding air pollutants forecasts, the forecasting performance of the present approach is satisfactory and the suggested forecasting procedure can be effectively utilized for short term air quality forewarning purposes.

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Correspondence to Ujjwal Kumar.

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Kumar, U., Jain, V.K. ARIMA forecasting of ambient air pollutants (O3, NO, NO2 and CO). Stoch Environ Res Risk Assess 24, 751–760 (2010). https://doi.org/10.1007/s00477-009-0361-8

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