Intervention analysis of total suspended particulate data from Chicago

Abstract

The monthly total suspended particulate data measured at Chicago during January 1964 to December 1977 are analyzed and the results are reported. The ban on using high sulfur coal in Chicago which came into effect in January 1970 coincided with a dramatic change in the seasonality of the particulate time series and a reduction in particulate levels. Traditional methods of time series analysis based on the assumptions of constant mean and variance of time series are not applicable for these nonstationary time series with jumps. A recently developed stochastic modeling technique called intervention analysis is used in the present study. A dynamic model and a stochastic model are used to characterize the time series. The technique is briefly introduced and the results of analysis of the suspended particle data are discussed. The statistically significant reduction in the suspended particles in Chicago after January 1970 has occurred over both the warm and cold periods of the year. The dangers of using a model fitted to data before the intervention in the post-intervention period are also brought out.