Forecasting ambient air pollutants by box-Jenkins stochastic models in Tehran

Document Type : Article

Authors

Department of Industrial Engineering, Sharif University of Technology, Tehran, Iran

Abstract

This paper presents a study over the behavior of six air pollutants including PM10, PM2.5, O3, SO2, NO2 and CO in Tehran during a 6-year timespan. In this paper, an iterative procedure based on the univariate Box-Jenkins stochastic models is applied to develop the most effective forecasting model for each air pollutant. Applying a number of widely used criteria, the best model for each air pollutant is selected and the results show that, the proposed models perform accurately and satisfactorily for both fitting and predicting where, the fitted and predicted values are so close to the true values of the related data. Finally, a factor analysis is conducted to investigate the relationships between the air pollutants where the results show that four factors accounts for 93.2704% of the total variance. In this regard, the factor containing PM10 and PM2.5 and the factor containing CO and NO2 are, respectively, the most and the second most affecting factors with proportion of 43.2594% and 21.6500% of total variability. While both factors originate from high number of automobiles which use fossil fuels, decreasing the number of automobiles or increasing the quality of fossil fuels may result in up to 60% improvement in air quality.

Keywords


References:
1. Heger, M. and Sarraf, M. "Air pollution in Tehran: Health costs, sources, and policies", Environment and Natural Resources Global Practice, World Bank, Washington, DC (2018).
2. Miri, M., Derakhshan, Z., Allahabadi, A., Ahmadi, E., Oliveri Conti, G., Ferrante, M., and Aval, H.E. "Mortality and morbidity due to exposure to outdoor air pollution in Mashhad metropolis, Iran. The AirQ model approach", Environ. Res., 151, pp. 451-457 (2016).
3. Karimzadegan, H., Rahmatian, M., Farhud, D.D., and Yunesian, M. "Economic valuation of air pollution health impacts in the Tehran area, Iran", Iran. J. Public Health, 37(1), pp. 20-30 (2008).
4. Chen, C., Li, C., Li, Y., Liu, J., Meng, C., Han, J., Zhang, Z., and Xu, D. "Short-term effects of ambient air pollution exposure on lung function: A longitudinal study among healthy primary school children in China", Sci. Total Environ., 645, pp. 1014-1020 (2018).
5. Steinle, S., Reis, S., Sabel, C.E., Semple, S., Twigg, M.M., Braban, C.F., Leeson, S.R., Heal, M.R., Harrison, D., Lin, C., and Wu, H. "Personal exposure monitoring of PM2:5 in indoor and outdoor microenvironments", Sci. Total Environ., 508, pp. 383-394 (2015).
6. Iodice, P., Adamo, P., Capozzi, F., Di Palma, A., Senatore, A., Spagnuolo, V., and Giordano, S. "Air pollution monitoring using emission inventories combined with the moss bag approach", Sci. Total Environ., 541, pp. 1410-1419 (2016).
7. Yousefian, F., Mahvi, A.H., Yunesian, M., Hassanvand, M.S., Kashani, H., and Amini, H. "Long-term exposure to ambient air pollution and autism spectrum disorder in children: A case-control study in Tehran, Iran", Sci. Total Environ., 643, pp. 1216-1222 (2018).
8. Seifi, M., Niazi, S., Johnson, G., Nodehi, V., and Yunesian, M. "Exposure to ambient air pollution and risk of childhood cancers: A population-based study in Tehran, Iran", Sci. Total Environ., 646, pp. 105-110 (2019).
9. Brunner, C.R. "National ambient air quality standards. In: Hazardous air emissions from incineration", pp. 27-37, Springer, Boston, MA (1985).
10. Pope III, C.A., Ezzati, M., and Dockery, D.W. Fineparticulate air pollution and life expectancy in the United States", New Engl J. Med., 360(4), pp. 376- 386 (2009).
11. Kukkonen, J., Pohjola, M., Sokhi, R.S., Luhana, L., Kitwiroon, N., Fragkou, L., Rantamaki, M., Berge, E., degaard, V., Slrdal, L.H., and Denby, B. "Analysis and evaluation of selected local-scale PM10 air pollution episodes in four European cities: Helsinki, London, Milan and Oslo", Atmos. Environ., 39(15), pp. 2759-2773 (2005).
12. Ibarra-Berastegi, G., Elias, A., Barona, A., Saenz, J., Ezcurra, A., and Argandona, J.D. "From diagnosis to prognosis for forecasting air pollution using neural networks: Air pollution monitoring in Bilbao", Environ. Modell. Soft., 23(5), pp. 622-637 (2008).
13. Brunelli, U., Piazza, V., Pignato, L., Sorbello, F., and Vitabile, S. "Two-days ahead prediction of daily maximum concentrations of SO2, O3, PM10, NO2, CO in the urban area of Palermo, Italy", Atmos. Environ., 41(14), pp. 2967-2995 (2007).
14. Auffhammer, M. and Carson, R.T. "Forecasting the path of China's CO2 emissions using province-level information", J. Environ. Econ. Manag., 55(3), pp. 229-247 (2008).
15. Olabemiwo, F.A., Danmaliki, G.I. Oyehan, T.A., and Tawabini, B.S. "Forecasting CO2 emissions in the Persian Gulf States", J. Environ. Sci. Manag., 3(1), pp. 1-10 (2017).
16. Cabaneros, S.M.S., Calautit, J.K.S., and Hughes, B.R. "Hybrid artificial neural network models for effective prediction and mitigation of urban roadside NO2 pollution", Enrgy. Proced., 142, pp. 3524-3530 (2017).
17. Kurt, A., Gulbagci, B., Karaca, F., and Alagha, O. "An online air pollution forecasting system using neural networks", Environ. Int., 34(5), pp. 592-598 (2008).
18. Niska, H., Hiltunen, T., Karppinen, A., Ruuskanen, J., and Kolehmainen, M. "Evolving the neural network model for forecasting air pollution time series", Eng. Appl. Artif. Intel., 17(2), pp. 159-167 (2004).
19. Elbayoumi, M., Ramli, N.A., Yusof, N.F.F.M., Yahaya, A.S.B., Madhoun, W.A., and Ul-Saufie, A.Z. "Multivariate methods for indoor PM10 and PM2:5 modelling in naturally ventilated schools buildings", Atmos. Environ., 94, pp. 11-21 (2014).
20. Amini, H., Taghavi-Shahri, S.M., Henderson, S.B., Naddafi, K., Nabizadeh, R., and Yunesian, M. "Land use regression models to estimate the annual and seasonal spatial variability of sulfur dioxide and particulate matter in Tehran, Iran", Sci. Total Environ., 488, pp. 343-353 (2014).
21. Lee, M., Brauer, M., Wong, P., Tang, R., Tsui, T.H., Choi, C., Cheng, W., Lai, P.C., Tian, L., Thach, T.Q., Allen, R., and Barratt, B. "Land use regression modelling of air pollution in high density high rise cities: A case study in Hong Kong", Sci. Total Environ., 592, pp. 306-315 (2017).
22. Vlachogianni, A., Kassomenos, P., Karppinen, A., Karakitsios, S., and Kukkonen, J. "Evaluation of a multiple regression model for the forecasting of the concentrations of NOx and PM10 in Athens and Helsinki", Sci. Total Environ., 409(8), pp. 1559-1571 (2011).
23. Mu~noz, E., MartIn, M.L., Turias, I.J., Jimenez-Come, M.J., and Trujillo, F.J. "Prediction of PM10 and SO2 exceedances to control air pollution in the Bay of Algeciras, Spain", Stoch. Env. Res. Risk A, 28(6), pp. 1409-1420 (2014).
24. Allamsetty, S. and Mohapatro, S. "Response surface methodology-based model for prediction of NO and NO2 concentrations in nonthermal plasma-treated diesel exhaust", SN. Appl. Sci., 1(2), p. 189 (2019).
25. Lee, C.P., Lin, W.C., and Yang, C.C. "A strategy for forecasting option prices using fuzzy time series and least square support vector regression with a bootstrap model", Sci. Iran., 21(3), pp. 815-825 (2014).
26. Syu, Y., Kuo, J.Y., and Fanjiang, Y.Y. "Time series forecasting for dynamic quality of web services: An empirical study", J. Sys. Soft., 134, pp. 279-303 (2017).
27. Ruby-Figueroa, R., Saavedra, J., Bahamonde, N., and Cassano, A. "Permeate flux prediction in the ultrafiltration of fruit juices by ARIMA models", J. Membrane Sci., 524, pp. 108-116 (2017).
28. Gao, Y., Shang, H.L., and Yang, Y. "High-dimensional functional time series forecasting: An application to age-specific mortality rates", J. Multivariate Anal., 170, pp. 232-243 (2018).
29. Cinar, Y.G., Mirisaee, H., Goswami, P., Gaussier, E., and Ait-Bachir, A. "Period-aware content attention RNNs for time series forecasting with missing values", Neurocomputing, 312, pp. 177-186 (2018).
30. Martinez, F., Frias, M.P., Perez-Godoy, M.D., and Rivera, A.J. "Dealing with seasonality by narrowing the training set in time series forecasting with kNN", Expert Syst. Appl., 103, pp. 38-48 (2018).
31. Huang, C.H., Yang, F.H., and Lee, C.P. "The strategy of investment in the stock market using modified support vector regression model", Sci. Iran., 25(3), pp. 1629-1640 (2018).
32. Sagheer, A. and Kotb, M. "Time series forecasting of petroleum production using deep LSTM recurrent networks", Neurocomputing, 323, pp. 203-213 (2018).
33. Suhermi, N., Suhartono, Prastyo, D.D., and Ali, B. "Roll motion prediction using a hybrid deep learning and ARIMA model", Procedia Comput. Sci., 144, pp. 251-258 (2018).
34. Entezami, A., Shariatmadar, H., and Karamodin, A. "Improving feature extraction via time series modeling for structural health monitoring based on unsupervised learning methods", Sci. Iran., 27(3), pp. 1001-1018 (2020). DOI: 10.24200/SCI.2018.20641.
35. Ohyver, M. and Pudjihastuti, H. "Arima model for forecasting the price of medium quality rice to anticipate price fluctuations", Procedia Comput. Sci., 135, pp. 707-711 (2018).
36. Singh, A.S.N. and Mohapatra, A. "Repeated wavelet transform based ARIMA model for very short-term wind speed forecasting", Renew. Energ., 136, pp. 758- 768 (2019).
37. Jacobson, M.Z. and Jacobson, M.Z., Fundamentals of Atmospheric Modeling, Cambridge university press (2005).
38. Pankratz, A., Forecasting with univariate Box-Jenkins Models: Concepts and Cases, John Wiley & Sons (2009).
39. Kumar, U. and Jain, V.K. "ARIMA forecasting of ambient air pollutants (O3, NO, NO2 and CO)", Stoch. Env. Res. Risk A., 24(5), pp. 751-760 (2010).
40. Zhou, M. and Goh, T.N. "Air quality modeling via PM2.5 Measurements", Theory and Practice of Quality and Reliability Engineering in Asia Industry, pp. 197- 210, Springer, Singapore (2017).
41. Jian, L., Zhaoa, Y., Zhu, Y.P., Zhang, M.B., and Bertolatti, D. "An application of ARIMA model to predict submicron particle concentrations from meteorological factors at a busy roadside in Hangzhou, China", Sci. Total Environ., 426, pp. 336-345 (2012).
42. DIaz-Robles, L.A., Ortega, J.C., Fu, J.S., Reed, G.D., Chow, J.C., Watson, J.G., and Moncada-Herrera, J.A. "A hybrid ARIMA and artificial neural networks model to forecast particulate matter in urban areas: The case of Temuco, Chile", Atmos. Environ., 42(35), pp. 8331-8340 (2008).
43. Samia, A., Kaouther, N., and Abdelwahed, T. "A hybrid ARIMA and artificial neural networks model to forecast air quality in urban areas: case of Tunisia", Adv. Mat. Res., 518, pp. 2960-2979 (2012).
44. Hoi, K.I., Yuen, K.V., and Mok, K.M. "Prediction of daily averaged PM10 concentrations by statistical time-varying model", Atmos. Environ., 43(16), pp. 2579-2581 (2009).
45. Genc, D.D., Yesilyurt, C., and Tuncel, G. "Air pollution forecasting in Ankara, Turkey using air pollution index and its relation to assimilative capacity of the atmosphere", Environ. Monit. Assess., 166(1), pp. 11- 27 (2010).
46. Poggi, J.M. and Portier, B. "PM10 forecasting using clusterwise regression", Atmos Environ., 45(38), pp. 7005-7014 (2011).
47. Gocheva-Ilieva, S.G., Ivanov, A.V., Voynikova, D.S., and Boyadzhiev, D.T. "Time series analysis and forecasting for air pollution in small urban area: an SARIMA and factor analysis approach", Stoch. Env.Res. Risk A., 28(4), pp. 1045-1060 (2014).
48. Cortina-Januchs, M.G., Quintanilla-Dominguez, J., Vega-Corona, A., and Andina, D. "Development of a model for forecasting of PM10 concentrations in Salamanca, Mexico". Atmos. Pollut. Res., 6(4), pp. 626-634 (2015).
49. Jiang, P., Dong, Q., and Li, P. "A novel hybrid strategy for PM2:5 concentration analysis and prediction", J. Environ. Manage., 196, pp. 443-457 (2017).
50. Abdolkarimzadeh, L., Azadpour, M., and Zarandi, M.H.F. "Two hybrid expert system for diagnosis Air Quality Index (AQI)", North American Fuzzy Information Processing Society Annual Conference, India, New Delhi, pp. 315-322 (2018).
51.https://www.worldbank.org/en/news/infographic/2016/09/08/death-in-the-air-air-pollution-costs -money-and-lives.
52. Shahbazi, H., Reyhanian, M., Hosseini, V., and Afshin, H. "The relative contributions of mobile sources to air pollutant emissions in Tehran, Iran: an emission inventory approach", Em. Cont. Sci. Tech., 2(1), pp. 44-56 (2016).
53. Shahbazi, H., Ganjiazad, R., Hosseini, V., and Hamedi, M. "Investigating the influence of traffic emission reduction plans on Tehran air quality using WRF/CAMx modeling tools", Transport. Res. D-TR E, 57, pp. 484-495 (2017).
54. Hosseini, V. and Shahbazi, H. "Urban air pollution in Iran", Iran Stud-UK., 49(6), pp. 1029-1046 (2016).
55. Box, G.E.P., Jenkins, G.M., Reinsel, G.C., and Ljung, G.M., Time Series Analysis: Forecasting and Control, John Wiley & Sons (2015).
56. Wold, H. "A study in the analysis of stationary time series", Doctoral Dissertation, Almqvist & Wiksell (1938).
57. Yeo, I.K. and Johnson, R.A. "A new family of power transformations to improve normality or symmetry", Biometrika, 87(4), pp. 954-959 (2000).
58. Box, G.E.P. and Cox, D.R. "An Analysis of Transformations", J. R. Stat. Soc. B., 26(2), pp. 211-252 (1964).
59. Box, G.E.P., Hunter, J.S., and Hunter, W.G., Statistics for Experimenters: Design, Innovation, and Discovery, Wiley-Interscience, New York (2005).
60. Bozdogan, H. "Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions", Psychometrika, 52(3), pp. 345- 370 (1987).
61. Sin, C.Y. and White, H. "Information criteria for selecting possibly misspecified parametric models", J. Econometrics, 71(1), pp. 207-225 (1996).
62. Kullback, S. and Leibler, R.A. "On information and sufficiency", Ann. Math. Stat., 22(1), pp. 79-86 (1951).
63. Schwarz, G. "Estimating the dimension of a model", Ann. Stat., 6(2), pp. 461-464 (1978).
64. Hurvich, C.M. and Tsai, C.L. "Regression and time series model selection in small samples", Biometrika, 76(2), pp. 297-307 (1989).
65. Hannan, E.J. and Quinn, B.G. "The determination of the order of an autoregression", J. R. Stat. Soc. B., 41(2), pp. 190-195 (1979).
66. Brockwell, P.J. and Davis, R.A., Introduction to Time Series and Forecasting, Springer (2016).
67. Shumway, R.H. and Stoffer, D.S. "Time series analysis and its applications", Stud. Inform. Control, 9(4), pp. 375-376 (2000).
68. Mulaik, S.A. "Foundations of factor analysis", Chapman and Hall/CRC (2009).
69. Bartlett, M.S. "Tests of significance in factor analysis", Brit. J. Statist. Psych., 3(2), pp. 77-85 (1950).
70. Jolliffe, I. "Principal component analysis", International Encyclopedia of Statistical Science, pp. 1094- 1096, Springer (2011).
71. Kumar, R. and Joseph, A.E. "Air pollution concentrations of PM2:5, PM10 and NO2 at ambient and kerbsite and their correlation in metro city - Mumbai", Environ. Monit. Assess., 119(1), pp. 191-199 (2006).
72. Asadollahfardi, G., Zamanian, M., Mirmohammadi, M., and Asadi, M. "Air pollution study using factor analysis and univariate Box-Jenkins modeling for the northwest of Tehran", Adv. Environ. Res., 4(4), pp. 233-246 (2015).