Forecasting Daily Maximum Surface Ozone Concentrations in Brunei Darussalam—An ARIMA Modeling Approach

Abstract

A time series approach using autoregressive integrated moving average (ARIMA) modeling has been used in this study to obtain maximum daily surface ozone (O₃) concentration forecasts. The order of the fitted ARIMA model is found to be (1,0,1) for the surface O₃ data collected at the airport in Brunei Darussalam during the period July 1998-March 1999. The model forecasts of one-day-ahead maximum O₃ concentrations have been found to be reasonably close to the observed concentrations. The model performance has been evaluated on the basis of certain commonly used statistical measures. The overall model performance is found to be quite satisfactory as indicated by the values of Fractional Bias, Normalized Mean Square Error, and Mean Absolute Percentage Error as 0.025, 0.02, and 13.14% respectively.     

GARCH modelling in association with FFT–ARIMA to forecast ozone episodes

In operational forecasting of the surface O₃ by statistical modelling, it is customary to assume the O₃ time series to be generated through a homoskedastic process. In the present work, we’ve taken heteroskedasticity of the O₃ time series explicitly into account and have shown how it resulted in O₃ forecasts with improved forecast confidence intervals. Moreover, it also enabled us to make more accurate probability forecasts of ozone episodes in the urban areas. The study has been conducted on daily maximum O₃ time series for four urban sites of two major European cities, Brussels and London. The sites are: Brussels (Molenbeek) (B1), Brussels (PARL.EUROPE) (B2), London (Brent) (L1) and London (Bloomsbury) (L2). Fast Fourier Transform (FFT) has been used to model the periodicities (annual periodicity is especially distinct) exhibited by the time series. The residuals of “actual data subtracted with their corresponding FFT component” exhibited stationarity and have been modelled using ARIMA (Autoregressive Integrated Moving Average) process. The MAPEs (Mean absolute percentage errors) using FFT–ARIMA for one day ahead 100 out of sample forecasts, were obtained as follows: 20%, 17.8%, 19.7% and 23.6% at the sites B1, B2, L1 and L2. The residuals obtained through FFT–ARIMA have been modelled using GARCH (Generalized Autoregressive Conditional Heteroskedastic) process. The conditional standard deviations obtained using GARCH have been used to estimate the improved forecast confidence intervals and to make probability forecasts of ozone episodes. At the sites B1, B2, L1 and L2, 91.3%, 90%, 70.6% and 53.8% of the times probability forecasts of ozone episodes (for one day ahead 30 out of sample) have correctly been made using GARCH as against 82.6%, 80%, 58.8% and 38.4% without GARCH. The incorporation of GARCH also significantly reduced the no. of false alarms raised by the models.     

Stochastic model to forecast ground-level ozone concentration at urban and rural areas

Stochastic models that estimate the ground-level ozone concentrations in air at an urban and rural sampling points in South-eastern Spain have been developed. Studies of temporal series of data, spectral analyses of temporal series and ARIMA models have been used. The ARIMA model (1,0,0) x (1,0,1)24 satisfactorily predicts hourly ozone concentrations in the urban area. The ARIMA (2,1,1) x (0,1,1)24 has been developed for the rural area. In both sampling points, predictions of hourly ozone concentrations agree reasonably well with measured values. However, the prediction of hourly ozone concentrations in the rural point appears to be better than that of the urban point. The performance of ARIMA models suggests that this kind of modelling can be suitable for ozone concentrations forecasting.     

A performance evaluation of the National Air Quality Forecast Capability for the summer of 2007

This paper provides a performance evaluation of the real-time, CONUS-scale National Air Quality Forecast Capability (NAQFC) that supported, in part, its transition into operational status. This evaluation focuses primarily on discrete forecasts for the maximum 8-h O₃ concentrations covering the 4-month period, June through September, 2007, using measurements obtained from EPA's AIRNow network. Results indicate that the 2007 NAQFC performed as well or better than previous configurations, despite the expansion of the forecast domain into the western half of the nation that is dominated by complex terrain. The mean, domain-wide, season-long correlation was 0.70. When examined over time, the domain-wide correlations exhibit a fairly consistent nature, with values exceeding 0.60 (0.70) over 90% (55%) of the days. The NAQFC systematically over-predicted the 8-h O₃ concentrations, continuing a trend established by earlier NAQFC configurations, though to a lesser degree. The summer-long mean forecast value of 53.2 ppb was 4.2 ppb higher than the observed value, resulting in a domain-wide Normalized Mean Bias (NMB) of 8.7%. Most of the over-prediction is associated with observed concentrations less than 50 ppb. In fact the model tends to under-predict when concentrations exceed 70 ppb. As with the bias, the error associated with the latest configuration was also lower. The summer-long Root Mean Square Error of 13.0 ppb (Normalized Mean Error (NME) = 20.4%) represented marked improvements over earlier forecasts. Examination of the spatial distribution of both the NMB and NME reveals that the NAQFC was generally within 25% for the NME and 25% for the NMB over a majority of the domain. Several areas of poorer performance, where the NMB and NME often exceed 25% and in some cases 50%, were noted. These areas include southern California, where the NAQFC tended to under-predict concentrations (especially on weekends) and the southeast Atlantic and Gulf coasts regions, where the model over-predicted. Subsequent analysis revealed that the incorrect temporal allocation of precursor emissions was likely the source of the under-prediction in southern California, while inaccurate simulation of PBL heights likely contributed to the over-prediction in the coastal regions.     

Optimal temporal scale for the correlation of AOD and ground measurements of PM2.5 in a real-time air quality estimation system

Aerosol optical depth (AOD), an indirect estimate of particulate matter using satellite observations, has shown great promise in improving estimates of PM_2.5 (particulate matter with aerodynamic diameter less than or equal to 2.5 μm) surface. Currently, few studies have been conducted to explore the optimal way to apply AOD data to improve the model accuracy of PM_2.5 in a real-time air quality system. We believe that two major aspects may be worthy of consideration in that area: 1) an approach that integrates satellite measurements with ground measurements in the estimates of pollutants and 2) identification of an optimal temporal scale to calculate the correlation of AOD and ground measurements. This paper is focused on the second aspect, identifying the optimal temporal scale to correlate AOD with PM_2.5. Five following different temporal scales were chosen to evaluate their impact on the model performance: 1) within the last 3 days, 2) within the last 10 days, 3) within the last 30 days, 4) within the last 90 days, and 5) the time period with the highest correlation in a year. The model performance is evaluated for its accuracy, bias, and errors based on the following selected statistics: the Mean Bias, the Normalized Mean Bias, the Root Mean Square Error, Normalized Mean Error, and the Index of Agreement. This research shows that the model with the temporal scale: within the last 30 days, displays the best model performance in a southern multi-state area centered in Mississippi using 2004 and 2005 data sets.     

Prediction of the vertical profile of ozone based on ground-level ozone observations and cloud cover

A number of statistical techniques have been used to develop models to predict high-elevation ozone (O3) concentrations for each discrete hour of day as a function of elevation based on ground-level O3 observations. The analyses evaluated the effect of exclusion/inclusion of cloud cover as a variable. It was found that a simple model, using the current maximum ground-level O3 concentration and no effect of cloud cover provided a reasonable prediction of the vertical profile of O3, based on data analyzed from O3 sites located in North Carolina and Tennessee. The simple model provided an approach that estimates the concentration of O3 as a function of elevation (up to 1800 m) based on the statistical results with a +/- 13.5 ppb prediction error, an R2 of 0.56, and an index of agreement, d1, of 0.66. The inclusion of cloud cover resulted in a slight improvement in the model over the simple regression model. The developed models, which consist of two matrices of 24 equations (one for each hour of day for clear to partly cloudy conditions and one for cloudy conditions), can be used to estimate the vertical O3 profile based on the inputs of the current day's 1-hr maximum ground-level O3 concentration and the level of cloud cover.     

The New England Air Quality Forecasting Pilot Program: development of an evaluation protocol and performance benchmark

The National Oceanic and Atmospheric Administration recently sponsored the New England Forecasting Pilot Program to serve as a "test bed" for chemical forecasting by providing all of the elements of a National Air Quality Forecasting System, including the development and implementation of an evaluation protocol. This Pilot Program enlisted three regional-scale air quality models, serving as prototypes, to forecast ozone (O3) concentrations across the northeastern United States during the summer of 2002. A suite of statistical metrics was identified as part of the protocol that facilitated evaluation of both discrete forecasts (observed versus modeled concentrations) and categorical forecasts (observed versus modeled exceedances/nonexceedances) for both the maximum 1-hr (125 ppb) and 8-hr (85 ppb) forecasts produced by each of the models. Implementation of the evaluation protocol took place during a 25-day period (August 5-29), utilizing hourly O3 concentration data obtained from over 450 monitors from the U.S. Environment Protection Agency's Air Quality System network.     

An enhanced ozone forecasting model using air mass trajectory analysis

An enhanced ozone forecasting model using nonlinear regression and an air mass trajectory parameter has been developed and field tested. The model performed significantly better in predicting daily maximum 1-h ozone concentrations during a five-year model calibration period (1993–1997) than did a previously reported regression model. This was particularly true on the 28 “high ozone” days ([O₃]>120 ppb) during the period, for which the mean absolute error (MAE) improved from 21.7 to 12.1 ppb. On the 77 days meteorologically conducive to high ozone, the MAE improved from 12.2 to 9.1 ppb, and for all 580 calibration days the MAE improved from 9.5 to 8.35 ppb. The model was field-tested during the 1998 ozone season, and performed about as expected. Using actual meteorological data as input for the ozone predictions, the MAE for the season was 11.0 ppb. For the daily ozone forecasts, which used meteorological forecast data as input, the MAE was 13.4 ppb. The high ozone days were all anticipated by the ozone forecasters when the model was used for next day forecasts.     

Forecasting peak daily ozone levels: part 2--A regression with time series errors model having a principal component trigger to forecast 1999 and 2002 ozone levels

A modified time series approach, a Box-Jenkins regression with time series errors (RTSE) model plus a principal component (PC) trigger, has been developed to forecast peak daily 1-hr ozone (O3) in real time at the University of Wisconsin-Milwaukee North (UWM-N) during 1999 and 2002. The PC trigger acts as a predictor variable in the RTSE model. It tries to answer the question: will the next day be a possible high O3 day? To answer this question, three PC trigger rules were developed: (1) Hi-Low Checklist, (2) Discriminant Function Approach I, and (3) Discriminant Function Approach II. Also, a pure RTSE model without including the PC trigger and a persistence approach were tested for comparison. The RTSE model with DFA I successfully forecast the only two 1-hr federal exceedances (124 ppb), one in 1999 and one in 2002. In terms of the O3 100-ppb exceedances, 60-80% of the incorrect forecasts occurred with incorrect PC decisions. A few others may have been caused by unexpected O3-weather relations. When the three approaches used UWM-N data to forecast a 100-ppb exceedance somewhere in the Milwaukee, WI, metropolitan area, their performance was dramatically improved: the false alarm rate was reduced from 0.89 to 0.44, and the probability of detection was increased from 0.71 to 0.88.     

Improved space–time forecasting of next day ozone concentrations in the eastern US

There is an urgent need to provide accurate air quality information and forecasts to the general public and environmental health decision-makers. This paper develops a hierarchical space–time model for daily 8-h maximum ozone concentration (O₃) data covering much of the eastern United States. The model combines observed data and forecast output from a computer simulation model known as the Eta Community Multi-scale Air Quality (CMAQ) forecast model in a very flexible, yet computationally fast way, so that the next day forecasts can be computed in real-time operational mode. The model adjusts for spatio-temporal biases in the Eta CMAQ forecasts and avoids a change of support problem often encountered in data fusion settings where real data have been observed at point level monitoring sites, but the forecasts from the computer model are provided at grid cell levels. The model is validated with a large amount of set-aside data and is shown to provide much improved forecasts of daily O₃ concentrations in the eastern United States.     

A neural network model forecasting for prediction of daily maximum ozone concentration in an industrialized urban area

Prediction of ambient ozone concentrations in urban areas would allow evaluation of such factors as compliance and noncompliance with EPA requirements. Though ozone prediction models exist, there is still a need for more accurate models. Development of these models is difficult because the meteorological variables and photochemical reactions involved in ozone formation are complex. In this study, we developed a neural network model for forecasting daily maximum ozone levels. We then compared the neural network's performance with those of two traditional statistical models, regression, and Box-Jenkins ARIMA. The neural network model for forecasting daily maximum ozone levels is different from the two statistical models because it employs a pattern recognition approach. Such an approach does not require specification of the structural form of the model. The results show that the neural network model is superior to the regression and Box-Jenkins ARIMA models we tested.     

Nonlinear regression and ARIMA models for precipitation chemistry in East Central Florida from 1978 to 1997

Continuous monitoring of precipitation in East Central Florida has occurred since 1978 at a sampling site located on the University of Central Florida (UCF) campus. Monthly volume-weighted average (VWA) concentration for several major analytes that are present in precipitation samples was calculated from samples collected daily. Monthly VWA concentration and wet deposition of H(+), NH(4)(+), Ca(2+), Mg(2+), NO(3)(-), Cl(-) and SO(4)(2-) were evaluated by a nonlinear regression (NLR) model that considered 10-year data (from 1978 to 1987) and 20-year data (from 1978 to 1997). Little change in the NLR parameter estimates was indicated among the 10-year and 20-year evaluations except for general decreases in the predicted trends from the 10-year to the 20-year fits. Box-Jenkins autoregressive integrated moving average (ARIMA) models with linear trend were considered as an alternative to the NLR models for these data. The NLR and ARIMA model forecasts for 1998 were compared to the actual 1998 data. For monthly VWA concentration values, the two models gave similar results. For the wet deposition values, the ARIMA models performed considerably better.     

Operational ozone forecasts for the region of Copenhagen by the Danish Meteorological Institute

The Danish Meteorological Institute (DMI) has developed an operational forecasting system for ozone concentrations in the Atmospheric Boundary Layer; this system is called the Danish Atmospheric Chemistry FOrecasting System (DACFOS). At specific sites where real-time ozone concentration measurements are available, a statistical after-treatment of DACFOS’ results adjusts the next 48 h ozone forecasts. This post-processing of DACFOS’ forecasts is based on an adaptive linear regression model using an optimal state estimator algorithm. The regression analysis uses different linear combinations of meteorological parameters (such as temperature, wind speed, surface heat flux and atmospheric boundary layer height) supplied by the Numerical Weather Prediction model DMI-HIRLAM. Several regressions have been tested for six monitoring stations in Denmark and in England, and four of the linear combinations have been selected to be employed in an automatic forecasting system. A statistical study comparing observations and forecasts shows that this system yields higher correlation coefficients as well as smaller biases and RMSE values than DACFOS; the present post-processing thus improves DACFOS’ forecasts. This system has been operational since June 1998 at the DMI's monitoring station in the north of Copenhagen, for which a new ozone forecast is presented every 6 h on the DMI's internet public homepage.     

Meteorological factors of ozone predictability at Houston, Texas

Several ozone modeling approaches were investigated to determine if uncertainties in the meteorological data would be sufficiently large to limit the application of physically realistic ozone (O3) forecast models. Three diagnostic schemes were evaluated for the period of May through September 1997 for Houston, TX. Correlations between measured daily maximum and model calculated O3 air concentrations were found to be 0.70 using a linear regression model, 0.65 using a non-advective box model, and 0.49 using a three-dimensional (3-D) transport and dispersion model. Although the regression model had the highest correlation, it showed substantial underestimates of the highest concentrations. The box model results were the most similar to the regression model and did not show as much underestimation. The more complex 3-D modeling approach yielded the worst results, likely resulting from O3 maxima that were driven by local factors rather than by the transport of pollutants from outside of the Houston domain. The highest O3 concentrations at Houston were associated with light winds and meandering trajectories. A comparison of the gridded meteorological data used by the 3-D model to the observations showed that the wind direction and speed values at Houston differed most on those days on which the O3 underestimations were the greatest. These periods also tended to correspond with poor precipitation and temperature estimates. It is concluded that better results are not just obtained through additional modeling complexity, but there needs to be a comparable increase in the accuracy of the meteorological data.     

Ozone air quality over North America: part I--a review of reported trends

Ozone and precursor trends can be used to measure the effectiveness of regulatory programs that have been implemented. In this paper, we review trends in the concentrations of O3 NOx, and HCs over North America that have been reported in the literature. Although most existing trend studies are confounded by meteorological variability, both the raw data trends and the trends adjusted for meteorology collectively indicate a general decreasing trend in O3 concentrations in most areas of the United States during 1985-1996. In Canada, mean daily maximum 1-hr O3 concentrations at urban sites show mixed trends with a majority of sites showing an increase from 1980 to 1993. Mean daily maximum 1-hr O3 at most regionally representative Canadian sites appears to decrease from 1985 to 1993 or shows no significant change. There are far fewer data and analyses of NOx and HC trends. Available studies covering various ranges of years indicate decreases in ambient NO and HC concentrations in Los Angeles, CA, decreases in HC concentrations in northeastern U.S. cities, and decreases in NOx concentrations in Canadian cities. Two key needs are long-term HC and NOx measurements, particularly at rural sites, and a systematic comparison of trend detection techniques on a reference data set.     

Improving ozone modeling in complex terrain at a fine grid resolution – Part II: Influence of schemes in MM5 on daily maximum 8-h ozone concentrations and RRFs (Relative Reduction Factors) for SIPs in the non-attainment areas

Part II presents a comprehensive evaluation of CMAQ for August of 2002 on twenty-one sensitivity simulations (detailed in Part I) in MM5 to investigate the model performance for O₃ SIPs (State Implementation Plans) in the complex terrain. CMAQ performance was quite consistent with the results of MM5, meaning that accurate meteorological fields predicted in MM5 as an input resulted in good model performance of CMAQ. In this study, PBL scheme plays a more important role than its land surface models (LSMs) for the model performance of CMAQ. Our results have shown that the outputs of CMAQ on eighteen sensitivity simulations using two different nudging coefficients for winds (2.5 and 4.5 × 10^?4 s^?1, respectively) tend to under predict daily maximum 8-h ozone concentrations at valley areas except the TKE PBL sensitivity simulations (ETA M-Y PBL scheme with Noah LSMs and 5-layer soil model and Gayno-Seaman PBL) using 6.0 × 10^?4 s^?1 with positive MB (Mean Bias). At mountain areas, none of the sensitivity simulations has presented over predictions for 8-h O₃, due to relatively poor meteorological model performance. When comparing 12-km and 4-km grid resolutions for the PX simulation in CMAQ statistics analysis, the CMAQ results at 12-km grid resolution consistently show under predictions of 8-h O₃ at both of valley and mountain areas and particularly, it shows relatively poor model performance with a 15.1% of NMB (Normalized Mean Bias). Based on our sensitivity simulations, the TKE PBL sensitivity simulations using a maximum value (6 × 10^?4) among other sensitivity simulations yielded better model performance of CMAQ at all areas in the complex terrain. As a result, the sensitivity of RRFs to the PBL scheme may be considerably significant with about 1–3 ppb in difference in determining whether the attainment test is passed or failed. Furthermore, we found that the result of CMAQ model performance depending on meteorological variations is affected on estimating RRFs for attainment demonstration, indicating that it is necessary to improve model performance. Overall, G_c (Gayo-Seaman PBL scheme) using the coefficient for winds, 6 × 10^?4 s^?1, sensitivity simulation predicts daily maximum 8-h ozone concentration closer to observations during a typical summer period from May to September and provides generally low future design values (DVFs) at valley and mountain areas compared to other simulations.     

Origin of Bel-W3, Bel-C and Bel-B tobacco varieties and their use as indicators of ozone

Since 1962, the tobacco variety Bel-W3 (Nicotiana tabacum L.), has been used in many countries as an indicator of the presence of phytotoxic concentrations of O(3). It is super-sensitive to O(3) and may produce easily recognizable symptoms for several weeks on the new, fully expanded leaves. Bel-B and Bel-C, tolerant and sensitive to O(3), respectively, are sometimes used along with Bel-W3. Information is provided on the origin and nature of these varieties. This includes their use as indicators of elevated O(3) concentrations, strength and limitations, and the inheritance and nature of resistance to O(3) in Bel-B. The varieties were the product of research initiated in 1957 to determine the cause and to reduce losses from tobacco weather fleck. Bel-C and Bel-B display the classical upper leaf surface injury; whereas, Bel-W3 develops primarily bifacial lesions. Data are provided to show differences in the amounts of acute and chronic injury on each variety when exposed to different O(3) exposure doses in controlled environments and under field conditions. There is discussion of the influence of environmental factors on response to O(3) by the varieties and the possibility of synergistic action of O(3) and SO(3) when tobacco is exposed to mixtures of these gases. The methods and results obtained with Bel-W3 in the Dutch National Monitoring Network for Air Pollution are presented in detail. Use of Bel-W3 world-wide as an indicator of elevated O(3) concentrations has been a significant factor in increasing the awareness of O(3) as a pollutant.     

Systematic development of an artificial neural network model for real-time prediction of ground-level ozone in Edmonton, Alberta, Canada

Ground-level ozone is a secondary pollutant that has recently gained notoriety for its detrimental effects on human and vegetation health. In this paper, a systematic approach is applied to develop artificial neural network (ANN) models for ground-level ozone (O3) prediction in Edmonton, Alberta, Canada, using ambient monitoring data for input. The intent of these models is to provide regulatory agencies with a tool for addressing data gaps in ambient monitoring information and predicting O3 events. The models are used to determine the meteorological conditions and precursors that most affect O3 concentrations. O3 time-series effects and the efficacy of the systematic approach are also assessed. The developed models showed good predictive success, with coefficient of multiple determination values ranging from 0.75 to 0.94 for forecasts up to 2 hr in advance. The inputs most important for O3 prediction were temperature and concentrations of nitric oxide, total hydrocarbons, sulfur dioxide, and nitrogen dioxide.     

Study on the relationship between the incidence of influenza and climate indicators and the prediction of influenza incidence

In recent 2 years, the incidence of influenza showed a slight upward trend in Guangxi; therefore, some joint actions should be done to help preventing and controlling this disease. The factors analysis of affecting influenza and early prediction of influenza incidence may help policy-making so as to take effective measures to prevent and control influenza. In this study, we used the cross correlation function (CCF) to analyze the effect of climate indicators on influenza incidence, ARIMA and ARIMAX (autoregressive integrated moving average model with exogenous input variables) model methods to do predictive analysis of influenza incidence. The results of CCF analysis showed that climate indicators (PM2.5, PM10, SO₂, CO, NO2, O₃, average temperature, maximum temperature, minimum temperature, average relative humidity, and sunshine duration) had significant effects on the incidence of influenza. People need to take good precautions in the days of severe air pollution and keep warm in cold weather to prevent influenza. We found that the ARIMAX (1,0,1)(0,0,1)₁₂ with NO₂ model has good predictive performance, which can be used to predict the influenza incidence in Guangxi, and the predicted incidence may be useful in developing early warning systems and providing important evidence for influenza control policy-making and public health intervention.

     

Computation of uncertainty for atmospheric emission projections from key pollutant sources in Spain

Emission projections are important for environmental policy, both to evaluate the effectiveness of abatement strategies and to determine legislation compliance in the future. Moreover, including uncertainty is an essential added value for decision makers. In this work, projection values and their associated uncertainty are computed for pollutant emissions corresponding to the most significant activities from the national atmospheric emission inventory in Spain. Till now, projections had been calculated under three main scenarios: “without measures” (WoM), “with measures” (WM) and “with additional measures” (WAM). For the first one, regression techniques had been applied, which are inadequate for time-dependent data. For the other scenarios, values had been computed taking into account expected activity growth, as well as policies and measures. However, only point forecasts had been computed. In this work statistical methodology has been applied for: a) Inclusion of projection intervals for future time points, where the width of the intervals is a measure of uncertainty. b) For the WoM scenario, ARIMA models are applied to model the dynamics of the processes. c) In the WM scenario, bootstrap is applied as an additional non-parametric tool, which does not rely on distributional assumptions and is thus more general. The advantages of using ARIMA models for the WoM scenario including uncertainty are shown. Moreover, presenting the WM scenario allows observing if projected emission values fall within the intervals, thus showing if the measures to be taken to reach the scenario imply a significant improvement. Results also show how bootstrap techniques incorporate stochastic modelling to produce forecast intervals for the WM scenario.