Time Series Forecasting of Hourly PM10 Using Localized Linear Models

Abstract

The present paper discusses the application of localized linear models for the prediction of hourly PM10 concentration values. The advantages of the proposed approach lies in the clustering of the data based on a common property and the utilization of the target variable during this process, which enables the development of more coherent models. Two al- ternative localized linear modelling approaches are developed and compared against benchmark models, one in which data are clustered based on their spatial proximity on the embedding space and one novel approach in which grouped data are described by the same linear model. Since the target variable is unknown during the prediction stage, a com- plimentary pattern recognition approach is developed to account for this lack of information. The application of the developed approach on several PM10 data sets from the Greater Athens Area, Helsinki and London monitoring net- works returned a significant reduction of the prediction error under all examined metrics against conventional fore- casting schemes such as the linear regression and the neural networks.