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Forecasting peak daily ozone levels: part 2--A regression with time series errors model having a principal component
Pao-Wen Grace Liu1, Richard Johnson
1Bureau of Air Management, Wisconsin Department of Natural Resources, Madison, Wisconsin, USA. paowengrace@uwalumni.com
Abstract:
A modified time series approach, a Box-Jenkins regression with time series errors (RTSE) model plus a principal component (PC) trigger, has been developed to forecast peak daily 1-hr ozone (O3) in real time at the University of Wisconsin-Milwaukee North (UWM-N) during 1999 and 2002. The PC trigger acts as a predictor variable in the RTSE model. It tries to answer the question: will the next day be a possible high O3 day? To answer this question, three PC trigger rules were developed: (1) Hi-Low Checklist, (2) Discriminant Function Approach I, and (3) Discriminant Function Approach II. Also, a pure RTSE model without including the PC trigger and a persistence approach were tested for comparison. The RTSE model with DFA I successfully forecast the only two 1-hr federal exceedances (124 ppb), one in 1999 and one in 2002. In terms of the O3 100-ppb exceedances, 60-80% of the incorrect forecasts occurred with incorrect PC decisions. A few others may have been caused by unexpected O3-weather relations. When the three approaches used UWM-N data to forecast a 100-ppb exceedance somewhere in the Milwaukee, WI, metropolitan area, their performance was dramatically improved: the false alarm rate was reduced from 0.89 to 0.44, and the probability of detection was increased from 0.71 to 0.88.
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