Long- and short-term time series forecasting of air quality by a multi-scale framework

Air quality forecasting for Hong Kong is a challenge. Even taking the advantages of auto-regressive integrated moving average and some state-of-the-art numerical models, a recently-developed hybrid method for one-day (two- and three-day) ahead forecasting performs similarly to (slightly better than) a simple persistence forecasting. Long-term forecasting also remains an important issue, especially for policy decision for better control of air pollution and for evaluation of the long-term impacts on public health. Given the well-recognized negative effects of PM_2.5, NO₂ and O₃ on public health, we study their time series under the multi-scale framework with empirical mode decomposition and nonstationary oscillation resampling to explore the possibility of long-term forecasting and to improve short-term forecasts in Hong Kong. Applied to a dataset from January 2016 to December 2018, the long-term forecasting (with lead time about 100 days) of the multi-scale framework has the root-mean-square error (RMSE) comparable with that of the short-term (with lead time of one or two days) forecasting by the persistence method, while its improvement for short-term forecasting (with lead time of one, two or three days) is quite substantial over the persistence forecasting, with RMSEs reduced by respectively 44%-47%, 30%-45%, and 40%-60% for PM_2.5, NO₂, and O₃. Compared to the hybrid method, it turns out that, for short-term forecasting for the same data, the multi-scale framework can reduce RMSE by about 25% (respectively 30%) for PM_2.5 (respectively NO₂ and O₃). In addition, we find no significant difference in the forecasting performance of the multi-scale framework among different types of stations. The multi-scale framework is feasible for time series forecasting and applicable to other pollutants in other cities.