Multi-Step Ahead Ex-Ante Forecasting of Air Pollutants Using Machine Learning

Abstract

In this study, a novel general multi-step ahead strategy is developed for forecasting time series of air pollutants. The values of the predictors at future moments are gathered from official weather forecast sites as independent ex-ante data. They are updated with new forecasted values every day. Each new sample is used to build- a separate single model that simultaneously predicts future pollution levels. The sought forecasts were estimated by averaging the actual predictions of the single models. The strategy was applied to three pollutants—PM10, SO2, and NO2—in the city of Pernik, Bulgaria. Random forest (RF) and arcing (Arc-x4) machine learning algorithms were applied to the modeling. Although there are many highly changing day-to-day predictors, the proposed averaging strategy shows a promising alternative to single models. In most cases, the root mean squared errors (RMSE) of the averaging models (aRF and aAR) for the last 10 horizons are lower than those of the single models. In particular, for PM10, the aRF’s RMSE is 13.1 vs. 13.8 micrograms per cubic meter for the single model; for the NO2 model, the aRF exhibits 21.5 vs. 23.8; for SO2, the aAR has 17.3 vs. 17.4; for NO2, the aAR’s RMSE is 22.7 vs. 27.5, respectively. Fractional bias is within the same limits of (−0.65, 0.7) for all constructed models.