Stochastic univariate and multivariate time series analysis of PM2.5 and PM10 air pollution: A comparative case study for Plovdiv and Asenovgrad, Bulgaria

Abstract

Fine particulate matter PM2.5 and PM10 air pollutants are a serious problem in many urban areas affecting both the health of the population and the environment as a whole. The availability of large data arrays for the levels of these pollutants makes it possible to perform statistical analysis, to obtain relevant information, and to find patterns within the data. Research in this field is particularly topical for a number of Bulgarian cities, European country, where in recent years regulatory air pollution health limits are constantly being exceeded. This paper examines average daily data for air pollution with PM2.5 and PM10, collected by 3 monitoring stations in the cities of Plovdiv and Asenovgrad between 2011 and 2016. The goal is to find and analyze actual relationships in data time series, to build adequate mathematical models, and to develop short-term forecasts. Modeling is carried out by stochastic univariate and multivariate time series analysis, based on Box-Jenkins methodology. The best models are selected following initial transformation of the data and using a set of standard and robust statistical criteria. The Mathematica and SPSS software were used to perform calculations. This examination showed measured concentrations of PM2.5 and PM10 in the region of Plovdiv and Asenovgrad regularly exceed permissible European and national health and safety thresholds. We obtained adequate stochastic models with high statistical fit with the data and good quality forecasting when compared against actual measurements. The mathematical approach applied provides an independent alternative to standard official monitoring and control means for air pollution in urban areas.