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Modeling and forecasting of monthly PM2.5 emission of Paris by periodogram-based time series methodology

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Abstract

In this study, monthly particulate matter (PM2.5) of Paris for the period between January 2000 and December 2019 is investigated by utilizing a periodogram-based time series methodology. The main contribution of the study is modeling the PM2.5 of Paris by extracting the information purely from the examined time series data, where proposed model implicitly captures the effects of other factors, as all their periodic and seasonal effects reside in the air pollution data. Periodicity can be defined as the patterns embedded in the data other than seasonality, and it is crucial to understand the underlying periodic dynamics of air pollutants to better fight pollution. The method we use successfully captures and accounts for the periodicities, which could otherwise be mixed with seasonality under an alternative methodology. Upon the unit root test based on periodograms, it is revealed that the investigated data has periodicities of 1 year and 20 years, so harmonic regression is utilized as an alternative to Box-Jenkins methodology. As the harmonic regression displayed a better performance both in and out-of-sample forecasts, it can be considered as a powerful alternative to model and forecast time series with a periodic structure.

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The datasets used and/or analyzed during the current study are available from the corresponding author on reasonable request.

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Acknowledgements

We thank to the associate editor and the anonymous teviewers for their valuable suggestions and corrections.

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YA: Design of methodology. Application of statistical, mathematical and computational techniques to analyze study data. EG: Formulation of overarching research goals and aims. Management activities to produce metadata. KDU: Formulation of overarching research goals and aims. Conducting a research and investigation process. Preparation and presentation of the published work. MEY: Verification of the overall reproducibility, experiments and other research outputs. Preparation and presentation of the published work.

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Correspondence to Kamil Demirberk Ünlü.

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Akdi, Y., Gölveren, E., Ünlü, K.D. et al. Modeling and forecasting of monthly PM2.5 emission of Paris by periodogram-based time series methodology. Environ Monit Assess 193, 622 (2021). https://doi.org/10.1007/s10661-021-09399-y

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