An Autoregressive-Based Kalman Filter Approach for Daily PM Concentration Forecasting in Beijing, China.

With the acceleration of urbanization, air pollution, especially PM, has seriously affected human health and reduced people's life quality. Accurate PM prediction is significant for environmental protection authorities to take actions and develop prevention countermeasures. In this article, an adapted Kalman filter (KF) approach is presented to remove the nonlinearity and stochastic uncertainty of time series, suffered by the autoregressive integrated moving average (ARIMA) model. To further improve the accuracy of PM forecasting, a hybrid model is proposed by introducing an autoregressive (AR) model, where the AR part is used to determine the state-space equation, whereas the KF part is used for state estimation on PM concentration series. A modified artificial neural network (ANN), called AR-ANN is introduced to compare with the AR-KF model. According to the results, the AR-KF model outperforms the AR-ANN model and the original ARIMA model on the predication accuracy; that is, the AR-ANN obtains 10.85 and 15.45 of mean absolute error and root mean square error, respectively, whereas the ARIMA gains 30.58 and 29.39 on the corresponding metrics. It, therefore, proves that the presented AR-KF model can be adopted for air pollutant concentration prediction.