Tree-based threshold modeling for short-term forecast of daily maximum ozone level

Abstract

This paper proposes a simple class of threshold autoregressive model for purpose of forecasting daily maximum ozone concentrations in Southern California. Linear time series model has been widely considered in environmental modeling. However, this class of models fails to capture the nonlinearity in ozone process and the complexity of meteorological interactions with ozone. In this article, we used the threshold autoregressive models with two classes of regimes; periodic and meteorological regimes. Days in week were used for the periodic regimes and the regression tree method was used to define the regimes as a function of meteorological variables. As the reference model we used the autoregressive model with lagged ozone and various lagged meteorological variables as the covariates. The proposed models were applied to a 3-year dataset of daily maximum ozone concentrations obtained from five monitoring stations in San Bernardino County, CA and their forecast performances were evaluated using an independent year-long dataset from the same stations. The results showed that the threshold models well capture the nonlinearity in ozone process and remove the nonstationarity in model residuals. The threshold models outperformed the non-threshold autoregressive models in day-ahead forecasts. The tree-based model showed slightly better performance than the periodic threshold model.