Annoyance is a major health burden induced by environmental noise. However, our understanding of the health impacts of noise is seriously undermined by the fixed contextual unit and limited sound characteristics (e.g., the sound level only) used in noise exposure assessments as well as the stationarity assumption made for exposure-response relationships. To address these limitations, we analyze the complex and dynamic relationships between personal momentary noise annoyance and real-time noise exposure in various activity microenvironments and times of day, taking into account individual mobility, multiple sound characteristics and nonstationary relationships. Using real-time mobile sensing, we collected individual data of momentary noise annoyance, real-time noise exposure as well as daily activities and travels in Hong Kong. A new sound characteristic, namely sound increment, is defined to capture the sudden increase in sound level over time and is used along with the sound level to achieve a multi-faceted assessment of personal real-time noise exposure at the moment of annoyance responses. Further, the complex noise exposure-annoyance relationships are learned using logistic regression and random forest models while controlling the effects of daily activity microenvironments, individual sociodemographic attributes and temporal contexts. The results indicate that the effects of the real-time sound level and sound increment on personal momentary noise annoyance are nonlinear, despite the overall significant and positive impacts, and different sound characteristics can produce a joint effect on annoyance. We also find that the daily activity microenvironments and individual sociodemographic attributes can affect noise annoyance and its relationship with different sound characteristics to varying degrees. Due to the temporal changes in daily activities and travels, the noise exposure-annoyance relationships can also vary over different times of the day. These findings can inform both local governments and residents with scientific evidence to promote the creation of acoustically comfortable living environments.