Comparison of ARIMA Model and Exponential Smoothing Model on 2014 Air Quality Index in Yanqing County, Beijing, China

Abstract

In order to study the changes of air quality index (AQI) in Yanqing County, Beijing, China and predict the trend of AQI value, this paper constructed a time-series analysis．A non-stationary trend is found, and the ARIMA (1, 1, 2) model and Holt exponential smoothing model are found to sufficiently model the data. In comparison of these two model fittings, the ARIMA modelling result are better than Holt modelling’s in terms of trend capturing and result MSE, and in this data it is better to apply the ARIMA model to predict the future AQI values.