Uncertainty analysis–forecasting system based on decomposition–ensemble framework for PM2.5 concentration forecasting in China

Zongxi Qu, Xiaogang Hao, Fazhen Zhao and Chunhua Niu

Journal of Forecasting, 2023, vol. 42, issue 8, 2027-2044

Abstract: Practical analysis and forecasting of PM2.5 concentrations is complex and challenging owing to the volatility and non‐stationarity of PM2.5 series. Most previous studies mainly focused on deterministic predictions, whereas the uncertainty in the prediction is not considered. In this study, a novel uncertainty analysis–forecasting system comprising distribution function analysis, intelligent deterministic prediction, and interval prediction is designed. Based on the characteristics of PM2.5 series, 16 hybrid models composed of various distribution functions and swarm optimization algorithms are selected to determine the exact PM2.5 distribution. Subsequently, a hybrid deterministic forecasting model based on a novel decomposition–ensemble framework is established for PM2.5 prediction. Regarding uncertainty analysis, interval prediction is established to provide uncertain information required for decision–making based on the optimal distribution functions and deterministic prediction results. PM2.5 concentration series obtained from three cities in China are used to conduct an empirical study. The empirical results show that the proposed system can achieve better prediction results than other comparable models as well as provide meaningful and practical quantification of future PM trends. Hence, the system can provide more constructive suggestions for government administrators and the public.

Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:42:y:2023:i:8:p:2027-2044

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