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Asha P. Lalwani Air Pollution Control Division, NEERI, Nagpur - 440020

Now a days, it is essential to forecast the data to have a prior information about the occurrence of a particular event. Before forecasting, the need is to have the understanding of the behavior of the system for example, whether the data have increasing or decreasing pattern. Specifically, for the case of air quality management, it is essential to have the knowledge of structure of the air quality data that helps in knowing the possible effects on the environment and using that, preventive measures can be taken. Therefore an approach, which helps in understanding the behavior of the system, and which, enables one to forecast the system is required. Time series analysis can do the best for this purpose. Time series analysis helps in analyzing the data series and enables to take decisions based on the available set of data. Various methods for analyzing the time series are available for example, time series can be decomposed into different components and these components can be estimated by different smoothers. The components may be assumed linear or nonlinear depending on the nature of the data. To estimate the time series components, least square smoother, weighted least square estimator, exponential smothers, and kalman filter smoothers are available in the literature to estimate the components of the time series. Here we describe the simple approach to estimate the time series components of the data series.

The sequence of observations obtained over different time points is called a time series. Most air pollution studies involve monitoring of the concentration of air borne substances, which results in data over a period of time and yield realizations of time series. Time series analysis decompose these data sets in to different components; viz. long term variations in the data known as trend component, short term fluctuation or periodic movement in a time series where

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generally the period is not longer than one year, known as seasonal component, cyclical component which accounts for oscillatory movement in a time series and irregular component which can not be accounted for. These components are independent of each other, whereas time series analysis assumes that the different time points of the series are generally not independent. If the level of seasonal component does not change over time, additive relation can be assumed between different components of the time series otherwise

multiplicative models has to be applied. However, the seasonal oscillations can be stabilized by using particular transformation. Log transformation may be suitable for this purpose. Mathematically speaking, the time series Xt , t=1, can be represented as, n

Xt = Tt + St + lt Xt = Tt x St x lt Where,

Additive model Multiplicative model

Tt is trend component, St is seasonal and lt is irregular component.

We used the monthly lead data during 1991 to 2000 in the city of Calcutta and Mumbai from NEERI Reports [1], The additive model is assumed to be the representative of lead data series. The next step in the time series analysis is to apply some estimators to estimate these components. Smoothing always

involves some form of local averaging of data such that the nonsystematic components of individual observations cancel each other out. The most common technique is moving average smoothing which replaces each element of the series by either the simple or weighted average of k surrounding elements, where kn is the width of the smoothing "window". The estimators for lead data series are based on calculating moving averages, there by producing trend and seasonal estimates. The diagnostic graphical plots for assessing decomposition's adequacy and for evaluating each component's behavior are produced. The following steps were adopted for estimating T t , St and lt.

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1. An initial estimate of trend is obtained by computing a simple moving average of the original data. The moving average of period k of a time series gives a new series of arithmetic means, each of k successive observations of the time series, we start with the k observations, at the next stage we leave the first and include the (k+1)st observation. This process is repeated until we arrive at the last k observations. When the period of moving average (k) is odd, the moving average values correspond to tabulated time values for which the time series is given. When the period is even, the moving average falls midway between two tabulated values. A particular window size of the moving average is required for this purpose. As the lead data is monthly and seasonality may be of one-year period, a 12-month window is used in the calculations of trend component. 2. The method of fitting mathematical curves is also the objective method of determining trend. If the trend is assumed to be linear, straight line will be the best fit otherwise polynomial of suitable degree may be fitted to estimate the underlying trend.

Suppose a polynomial of degree k in t is chosen to represent the trend T t , Tt = a0 + ait + a 2 t 2 + aktk

**The normal equations for determining the unknown constants aO, a1, be, I x = n a 0 + ai 1 1 + a 2 1 1 2 + - - - + ak I t k I t x = a 0 I t + ai Zt 2 + a 2 S t 3 + - - - ak Z t k+1 I tk x = a0 Zt k +
**

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ak will

B k + 1 + a2 E t k+2 + - - - ak E t 2k

Using the estimates, we can get the trend value for any given time t by substituting that value of t in the equation of T t .

3. In the moving average series, all seasonal (within-season) variability will be eliminated; thus, the differences (in additive models) or ratios (in multiplicative models) of the observed and smoothed series will isolate the seasonal

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component (plus irregular component).

Specifically, the moving average is

subtracted from the observed series (for additive models) or the observed series is divided by the moving average values (for multiplicative models). Before taking the ratios or differences, further two point moving averages of the moving average series were also taken. To remove the irregular variations, the differences or ratios for each month except for 6 months in the beginning and 6 months at the end, are expressed as percentages (for multiplicative model). The different values for each month are averaged so that irregular fluctuations may be removed. The monthly average deviations for additive model and percentage ratios for multiplicative model are adjusted so that the seasonal values becomes zero. Seasonal term for lead data series was estimated by adopting the above procedure. 4. If the method of curve fitting is used for trend detection, ratio to trend method can be used for the estimation of seasonal variations. Here first, the trend should be estimated by fitting the appropriate equation and then original data series will be divided by the corresponding trend values and expressed them by percentages. Here also seasonal adjustment is required. 5. The cyclical component is different from the seasonal component in that it is usually longer than one season, and different cycles can be of different lengths. The combined trend and cyclical component can be approximated by applying to the seasonally adjusted series a centered weighed moving average smoothing transformation with different weights. 6. Finally, the random or irregular (error) component can be isolated by subtracting from the seasonally adjusted series (additive models) or dividing the adjusted series by (multiplicative models) the trend-cycle component.

Statistical packages like SPSS or STATISTICA provides ways to estimate time series components whereas MS Excel provides the insight of the

computation part of the time series analysis. We therefore used MS Excel '97 [2] for the calculation of time series components.

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The

graphical

plots

for

estimated

trend,

seasonal

and

irregular

components are delineated in Figure 1c through 1f.

The monthly lead shows

prominent oscillations (Figure 1a) with winter peaks and summer and monsoon troughs throughout the period of record. The trend in Calcutta is first estimated by moving average method and it is found that the trend is nonlinear in nature and hence the method of curve fitting was applied. A polynomial of degree 4 is found to be suitable (Figure 1c). Whereas for Mumbai City, the trend is decreasing from 1991 to 1996 and from 1997 onwards trend is increasing (Figure 1d). An approximate estimate of decreasing trend is -0.03 |.ig/m3 (25.42%) and increasing trend is +0.054|ag/m3 (59%). While estimating the best fit curve for lead in Mumbai, it is observed that the polynomial of degree 2 is the most suitable.

After isolating the trend component, seasonal component is extracted and delineated in Figure 1e and 1f. The graph clearly indicates that maximum concentration of lead in Calcutta occurs generally in winter months and in monsoon and summer, the lead concentration is relatively lower. In Mumbai also, winter maximums and summer-monsoon minimums are observed (Figure 1f). The amplitude of seasonal cycles is steady through out the period of record for both the cities. The difference between the original monthly lead data and the sum of trend and seasonal components is the error or irregular term. It is observed that the random variations are very small as compared to high and low frequency fluctuations (Figure 1g and 1h).

Hence it can be observed that the above described procedure estimates the component and fits the data series well accurately as irregular fluctuations are small and the series is well dominated by high and low frequency fluctuations. The method gives the nature of the trend and if monotonic trend is found it approximately estimate the magnitude of the trend. If the nonlinear data is found, it gives nonlinear estimate of the trend component so that another suitable method, which handles nonlinearity in the data, can be applied.

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References

1. NEERI Reports; Air Quality Status in ten cities of India] NEERI. Nagpur, India, 1991-2000. 2. MS Excel '97; Microsoft Corporation, 1995-96.

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Calcutta

Mumbai

*?

1991 92 93 94

95 96 97 98 99 2000

1991 92 93 94

95 96 97 98 99 2000

Year

c

Year

1991 92 93 94

95 96 97 98 99 2000

1991 92 93 94

95 96 97 98 99 2000

Year

Year

f

iniiiiiiiiiiiiihiiiiiiniiniiiiiiiiiiiiiiiniiiiiiiiiiiiiiiiiiiiiiiiihiiiiiiiiuniiiiiiiiiiiin

1991 92 93 94 95 96 97 98 99 2000 1991 92 93 94 95 96 97 98 99 2000

Year

Year

1991 92 93 94

95 96 97 98 99 2000

1991 92 93 94

95 96 97 98 99 2000

Year

Year

Fig. 1: Time series analysis for Lead 169

- E Learning Levels of Development
- Development Phases of E Learning Module
- O3
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- Analysis of NOx in Ambient Air
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- Analysis of Benzene
- Prest. Managing Urban Air Quality, 17.3
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Research material and environment related resource is available free on http://ecrd.in/,
please visit to get the best resource on web for environment training.
http://learntech.in/ has developed t...

Research material and environment related resource is available free on http://ecrd.in/,

please visit to get the best resource on web for environment training.

http://learntech.in/ has developed this environment learning portal, you can visit the Leaders in E Learning development in India to explore more ideas on learning.

please visit to get the best resource on web for environment training.

http://learntech.in/ has developed this environment learning portal, you can visit the Leaders in E Learning development in India to explore more ideas on learning.

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- Analysis of SO2 in Ambient Air
- Time Series Analysis of Air Duality Data

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