Atmospheric Environment 45 (2011) 7005e7014

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Atmospheric Environment
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PM10 forecasting using clusterwise regression

Jean-Michel Poggia, c, Bruno Portierb, *
a
Laboratoire de Mathématiques d’Orsay, Université Paris-Sud, 91405 Orsay, France
b
Laboratoire de Mathématiques, INSA de Rouen, BP 08, Avenue de l’Université, 76800 Saint-Etienne du Rouvray, France
c
Université Paris-Descartes, France

a r t i c l e i n f o a b s t r a c t

Article history: In this paper, we are interested in the statistical forecasting of the daily mean PM10 concentration.
Received 20 May 2011 Hourly concentrations of PM10 have been measured in the city of Rouen, in Haute-Normandie, France.
Received in revised form Located at northwest of Paris, near the south side of Manche sea and heavily industrialised. We consider
7 September 2011
three monitoring stations reflecting the diversity of situations: an urban background station, a traffic
Accepted 9 September 2011
station and an industrial station near the cereal harbour of Rouen. We have focused our attention on data
for the months that register higher values, from December to March, on years 2004e2009. The models
Keywords:
are obtained from the winter days of the four seasons 2004/2005 to 2007/2008 (training data) and then
Particulate matter
Forecasting
the forecasting performance is evaluated on the winter days of the season 2008/2009 (test data).
Clusterwise linear models We show that it is possible to accurately forecast the daily mean concentration by fitting a function of
Generalized additive models meteorological predictors and the average concentration measured on the previous day. The values of
Random forests observed meteorological variables are used for fitting the models and are also considered for the test
Rouen data. We have compared the forecasts produced by three different methods: persistence, generalized
additive nonlinear models and clusterwise linear regression models. This last method gives very
impressive results and the end of the paper tries to analyze the reasons of such a good behavior.
Ó 2011 Elsevier Ltd. All rights reserved.

1. Introduction
The atmosphere consists of gases but also particulate matter
condensed in liquid or solid. The particles have multiple origins and
come from natural sources (sea salt, volcanic eruptions, forest fires,
wind erosion of soils, .) as well as from human activities (trans-
port, heating, industry, agriculture, .). They can also be secondary
sources, i.e., formed by combination according to a complex phys-
icochemical process. Their characteristics are extremely diverse
and may vary over time. They are often classified according to
a standard size or chemical composition which often determines
the intensity of their health impact.
The problem of air pollution by particulate matter, although
complex, is a real public health issue requiring a response from the
public authorities. New standards designed to comply with new
requirements for monitoring, updating the regulation of airborne
particles was performed by European Council and at national level
by the “tightening up” of the thresholds as triggers of information,
caution and warning respectively. The European regulation sets
that PM10 (particles whose diameter is less than 10 mm) daily
* Corresponding author.
E-mail address: bruno.portier@insa-rouen.fr (B. Portier).
cannot exceed 50 mg m
3 more than 35 days per year, and cannot
exceeds an annual mean of 40 mg m
3. Recently the French
government adopted a national plan on particles. Airborne partic-
ulate matter as PM10, measured by Tapered Element Oscillating
Microbalance (TEOM) continuous monitor is factual in France and
in Europe for more than 10 years.
Pollution forecasting from suspended particles in the air is
obviously an important issue for the Haute-Normandie region, but
also for France. Indeed, for several years, the limit values for PM10
concentrations are exceeded in several French regions. The devel-
opment of a statistical forecasting technique of PM10 concentra-
tion, aiming in particular to improve early warning procedures,
useful for sensitive people, would be an important tool for Air
Normand, the local air quality agency and therefore for the region
of Haute-Normandie.
A lot of references in the literature can be considered about
PM10 forecasting, see for example Grivas and Chaloulakou (2006)
or the long and detailed introduction of Dong et al. (2009) high-
lighting methods and models. The references related to the use of
statistical approaches can be distinguished according to the adop-
ted model and the predictors involved.
A large panel of methods is available among which we find
neural networks, linear regression models, nonlinear parametric or

1352-2310/$ e see front matter Ó 2011 Elsevier Ltd. All rights reserved.
doi:10.1016/j.atmosenv.2011.09.016
7006 J.-M. Poggi, B. Portier / Atmospheric Environment 45 (2011) 7005e7014
nonparametric models but also new strategies such as mixtures of
predictions from different models or clusterwise regression
models. Let us briefly review some of them.
First of all, neural networks are the most frequently used. The
recent paper of Paschalidou et al. (2011) offers a synthesis about the
neural networks based forecasting and compares different neural
network architectures including multilayer perceptron as well as
radial basis neural networks. But of course, due to the lack of
theoretical results from the statistical viewpoint as well as the low
interpretability of this class of black-box models, some alternative
strategies have been considered.
Indeed, multiple linear modeling is also frequently used, as in
Stadlober et al. (2008) for example focusing on winter days, in the
basin areas of the Alps. The results are very satisfactory, even if low
values are often overestimated while high values are frequently
underestimated. This method is then often considered as
a competitor to compare a simpler actual scheme.
For example, Slini et al. (2006) use and compare classification
and regression trees (CART), neural network, linear regression and
regression on principal components, in Thessaloniki, Greece. The
conclusion is that CART and neural network capture PM10 trends
while CART is better for alarm forecasting.
In Milan, Italy, where PM10 pollution is extremely important
and easy to predict, Corani (2005) uses local polynomials based
nonparametric method to estimate a nonlinear regression model
which delivers good results.
The introduction of clusterwise linear models for PM10 fore-
casting, promoted in this paper, is already present for example in
Sfetsos and Vlachogiannis (2010) considering Athens, Helsinki and
London. A simple global model is first considered and then a two-
steps approach is proposed. First, the days are classified; second
a linear model is used inside each class for forecasting. The benefit
with respect to a single global model is significant in performance
but also in interpretability and simplicity of the models. The clus-
ters come from a supervised classification integrating observed
PM10, leading to more coherent models inside each class. With
respect to this previous work, we propose in this paper to use
a more global way to handle such clusterwise linear regression and
to simultaneously optimize the clusters and the local models. The
underlying statistical modeling framework is the so-called
mixtures of linear regressions (see McLachlan and Peel, 2000).
We still use in the sequel the expression “clusterwise regression”
because it is more intuitive even if it is a little bit an abuse of
language since the induced clusters are designed using the
response variable.
The variables used in forecasting schemes may simply combine
conventional pollutants and meteorological variables but often also
include model output statistics or constructed variables.
We find of course classical variables involving the wind speed
and direction, solar radiation (considered in some cases as
a precursor of other pollutants), relative humidity, temperatures
and temperature gradients, atmospheric pressure and rain. Some-
times, cloud cover and dew point are included in the first set of
candidates, before a variable selection step. A persistence term is
very often introduced through the average PM10 of the day before.
For example, Chaloulakou et al. (2003a) compare a neural network
and a multiple linear regression model for PM10 forecasting in
Athens. They show that the lagged PM10 is an important predictor:
it appears to be as informative alone as the considered set of
meteorological variables.
In this paper, we consider daily mean concentrations of PM10
measured in the city of Rouen, in Haute-Normandie, France.
Located at northwest of Paris, near the south side of Manche sea,
the Haute-Normandie region is heavily industrialised. We consider
three monitoring stations of network of Air Normand, reflecting the
diversity of situations: an urban background station, a traffic station
and an industrial station near the cereal harbour of Rouen. We have
focused our attention on data for the months that register higher
values, from December to March, on years 2004e2009. The models
are obtained from the winter days of the four seasons 2004/2005 to
2007/2008 (training data) and then the forecasting performance is
evaluated on the winter days of the season 2008/2009 (test data).
To give some general ideas, let us note that the total numbers of
exceedances of the threshold value 50 mg m
3 over the six years at
the three sites are respectively about 16, 35 and 13 for winter days
and 21, 17 and 44 for the whole period. Considering a smaller
threshold value, the average numbers of exceedances of 30 mg m
3
per year are about 20, 42 and 22 for winter days and twice for
a year. The annual averages of PM10 are about 21, 26 and 20 mg m
3
while the levels in winter season increase about 2 mg m
3.
We show that it is possible to accurately forecast the daily mean
concentration by fitting a function of meteorological predictors and
the average concentration measured on the previous day. The
values of observed meteorological variables are used for fitting the
models and are also considered for the test data. We have
compared the forecasts produced by three different statistical
models: persistence, generalized additive model and clusterwise
linear models. This last method gives impressive results. Of course,
a lot of competitors could be chosen in order to assess the present
proposition, including neural networks for example. But since we
are primarily interested in the understanding of the good behavior
of the forecasting model, we favor two explicit global models: the
simplest one (persistence) as the basic reference and a second
competitor: the generalized additive model which contains the
linear model and which is of intermediate complexity. Such models
have been recently used in a similar pollution context by Aldrin and
Haff (2005) and Barmpadimos et al. (2011) to study the influence of
meteorology on air pollution traffic volume or on PM10 trends.
Our paper is organized as follows. Section 2 describes the data,
PM10 and meteorological, and recall some basics about the
considered statistical methods. Section 3 presents the results ob-
tained using by the different models on the three considered
stations, including the choice of predictors and the forecasting
performance on test data as well as on training data. Section 4
analyzes more deeply the clusterwise linear model capabilities,
focusing on the urban background station. Finally, some concluding
remarks are collected in Section 5.
2. Materials and methods
Rouen (Latitude: 49 250 N, Longitude: 140 E) city is located in the
Haute-Normandie region of northern France, near the south side of
Manche sea and at northwest of Paris (nearby 100 km). The Haute-
Normandie is heavily industrialised and more than 490k people
live in Rouen and its agglomeration.
We have focused our attention on data for the months, from
December to March, on years 2004e2009. Indeed during these
months, higher values are registered, both in average and in
number of exceedances, and the data can be considered as homo-
geneous in terms of pollution sources which are not included in the
models. The data set consists of PM10 daily mean concentrations
and many meteorological data over the period 2004e2009. The
data are presented in the next two subsections.
The statistical tools used in this work are not classical (more
precisely they are not widely known) but have been recently used
for analysis PM10 pollution in Haute-Normandie (see Jollois et al.,
2009 and Bobbia et al., 2011). We recall some elements about
these methods in the third subsection.
Finally, it should be noted that published studies for PM10
forecasting in France are very difficult to find. Let us mention the
 J.-M. Poggi, B. Portier / Atmospheric Environment 45 (2011) 7005e7014 7007

paper of Zolghadri and Cazaurang (2006) which consider only one Table 1
station in Bordeaux and use extended Kalman filter. Summary statistics of daily mean PM10 concentrations (in mg m
3) for the three
stations.

JUS GCM GUI

2.1. PM10 data
Minimum 7 5 9
1st Quartile 16 13 19
PM10 come from three monitoring stations of Air Normand Median 20 19 26
network. They are located in Rouen city, namely Palais de Justice Mean 22.34 21.43 27.97
(JUS), Guillaume-Le-Conquérant (GUI) and Grand-Couronne (GCM). 3rd Quartile 26 26 33
This choice reflects the diversity of situations by considering the Maximum 81 88 100
SD 10.17 10.76 12.31
urban background station JUS, the roadside station GUI, which is
Missing values 10 0 2
the second most polluted in the region, and the industrial station No. of values 697 697 697
GCM which is near the cereal harbour of Rouen, one of the most
important in Europe, in order to have a widest panel. In Fig. 1, we
can find the boxplots of PM10 from each monitoring station. The
boxplots are based on the 697 winter days of the six years. difference between temperatures (GTrouen, in  C), giving us an idea
In addition to these boxplots, Table 1 containing a summary of of the mixing height. In Table 2, a summary of basic statistics gives
basic statistics complements this synthetic view. some general information about their distributions. The last
As it can be seen, the three monitoring stations are different column of the table gives the number of missing values, and we
from the daily mean PM10 concentration distributions, especially note that it is always very small.
GUI from the two others. In addition, we emphasize that, from our
previous studies (see Jollois et al., 2009), they are also very different 2.3. Methodologies
in terms of intrinsic difficulty to model PM10 concentrations with
the same predictors, namely JUS is easy, GCM is hard and GUI is We give here some elements of the statistical tools used in this
medium. So we capture in this subset of PM10 monitoring stations paper.
of the Rouen network the meaningful part of the crucial difficulties
for the forecasting problem. 2.3.1. Variable selection using random forests
In the forecasting problem, the choice of well-suited predictors
2.2. Meteorological data is of course crucial. To deal with this difficult problem, we use
a recent highly nonlinear and nonparametric statistical method
Meteorological data are provided by Météo-France (the French introduced by Breiman (2001) and called random forests. A random
national meteorological company) and come from one monitoring forest is an aggregation of many binary decision trees obtained
site located nearby Rouen. We have retained classical meteoro- using the CART method (see Breiman et al., 1984) or some
logical indicators including the daily minimum (Tmin), mean unpruned version of CART.
(Tmoy) and maximum (Tmax) temperature (in  C), the daily total In this context, the CART model is a binary decision tree very
rain (PLsom, in mm), the daily mean atmospheric pressure (PAmoy, easy to understand and very general: input data do not need to be
in hPa), the daily maximum (VVmax, in m/s) and mean (VVmoy, in Gaussian and nonlinear relationships between the response and
m/s) wind speed, the daily most frequently observed wind direc- the explanatory variables can be handled. A model is built by first
tion (DVdom, in  ), the wind direction associated with the daily performing a growing step by recursive partitioning the set of
maximum wind speed (DVmaxvv, in  ) and the daily minimum observations, choosing the best split (a split is defined by a variable
(HRmin, in percentage), maximum (HRmax) and mean (HRmoy) and a threshold) dividing the current set of observations in two
relative humidity. In addition, we use a measure of the vertical subsets, minimizing the local internal variance of the response. To
prevent overfitting, a pruning step is then performed to select
a convenient subtree. To cope with the instability of this method
with respect to perturbations on the training data set, Breiman
(2001) introduced a new method called Random Forests (RF for
short). The principle of RF is to combine many binary decision trees
built using several bootstrap samples coming from the set of

Table 2
Summary statistics for meteorological variables. The last column gives the number
of missing values.

Min. 1stQu. Median Mean 3rdQu. Max. SD Missing

Tmin
10.8
0.9 1.7 1.7 4.6 12.1 3.87 2
Tmoy
6.7 1.9 4.9 4.8 7.6 14.3 4.11 2
Tmax
2.5 4.7 7.7 7.6 10.6 22 3.8 2
VVmoy 1.2 3.0 4.2 4.6 5.9 11.9 2 1
VVmax 2 5 7 7.2 9 17 2.8 1
DVdom 0 90 180 162 225 315 98.7 0
DVmaxvv 10 100 200 185 260 360 98 1
PAmoy 980 1011 1019 1018 1028 1042 11.8 2
HRmin 24 65 73 71.61 80 98 8.4 8
HRmoy 46 81.18 87 85 91 99 4.9 3
HRmax 56 92 95 93.8 97 100 2.2 3
GTrouen
1.5
0.3 0.8 1.3 2 14 3.8 0
PLsom 0 0 0 1.88 2 28 3.8 0
Fig. 1. Boxplots of daily mean PM10 concentrations (in mg m
3) for the three stations.
7008 J.-M. Poggi, B. Portier / Atmospheric Environment 45 (2011) 7005e7014
observations and choosing randomly at each node a subset of
explanatory variables. At each node, a given number of input
variables are randomly chosen and the best split is calculated only
within this subset and second, no pruning step is performed so all
the trees are maximal trees. To evaluate the quality of the fitted
model, it is common to estimate the error of generalization thanks
to a test set. Breiman introduced the OOB scheme: the error is
estimated through the Out-Of-Bag (OOB) error, calculated accord-
ing to the iterations of the algorithm. The OOB error corresponds to
the prediction error for the data not belonging to the bootstrap
sample used to build the tree.
For sure, the RF method allows building a black-box prediction
model, difficult to interpret, but which efficiently computes indi-
vidual scores of importance of regressors.
The quantification of the variable importance is an important
issue. In the RF framework, the most widely used score of impor-
tance of a given variable is the mean increase of the error of a tree
(quantified by the mean square error) in the forest when the
observed values of this variable are randomly permuted in the OOB
samples. The idea is simple: if a variable is not important, then
a random change would not degrade too much the prediction while
it hugely deteriorates it if the variable is important: the higher the
importance, the stronger the variable influence.
We perform the statistical analyses using R (http://www.r-
project.org/) with the associated R package randomForest, see
Liaw and Wiener (2002).
2.3.2. Nonlinear additive models
Nonlinear additive models have been introduced by Breiman
and Friedman (1985) and have been widely used since the work
of Hastie and Tibshirani (1990).
These models are more flexible than traditional linear models
since they allow to model nonlinear effects instead of simple linear
ones while retaining the additivity property preserving the ease of
interpretation by the separability of effects of each regressor. For
these reasons, such models are attractive for modeling and fore-
casting problems (see for example, Aldrin and Haff, 2005 and
Barmpadimos et al., 2011).
To estimate nonlinear additive models, we use the R package
mgcv developed by Wood (2006). Nonlinear functions are esti-
mated using the backfitting algorithm based on penalized regres-
sion splines.
2.3.3. Clusterwise linear models
Mixture models, gaussian in particular, are widely used in
statistics, including classification (see McLachlan and Peel, 2000).
They have recently been extended by mixing standard linear
regression models. The main hypothesis is that observations come
from a mixture of s components in some unknown proportion and
in each component observations are modeled using a linear
regression model. The purpose is then to estimate the parameters
of each linear model and the parameters defining the components.
In the clustering context, each object is supposed to be generated
by one of the components of the mixture model being fitted. The
partition is derived from these parameters using the maximum
a posteriori (MAP) principle from the posterior probabilities for an
object to belong to a component.
Finite mixture models with a fixed number of components are
usually estimated, under the maximum-likelihood estimation
framework, using the expectation-maximization (EM) algorithm
(Dempster et al., 1977). This algorithm iteratively repeats two steps
until convergence. The first step E computes the conditional
expectation of the complete log-likelihood, and the second one M
computes the parameters maximizing the complete log-likelihood.
The number of components is generally unknown and needs to be
estimated. A classical approach is to fit models of various number of
components and to compare them using the BIC criterion (Schwarz,
1978) for example.
To compute a mixture of linear regressions, we use the flexmix R
package, described in Leisch (2004) and Grün and Leisch (2007).
This package has been recently extended to handle more general
models in each cluster (see Grün and Leisch, 2008) but it is out of
the scope of this paper.
Instead of talking about mixtures of linear regressions, we use in
the sequel the expression “clusterwise regression” because it is
more intuitive even if it is a little bit an abuse of language since the
induced clusters are designed using the response variable.
3. Results and discussion
Let us now present the different results obtained for the two
classes of models on the three stations considered. For each station,
we first give the forecasting performance obtained for the training
data: the winter days of the seasons 2004/2005 to 2007/2008, and
then the forecasting performance on the test data: the winter days
of December 2008 to March 2009.
Usual statistical indices are used to provide indications of the
quality of the prediction or the forecast with respect to the
observed PM10 concentration. We must distinguish (see for
example Chaloulakou et al., 2003b for a detailed definition of these
indicators) those based on forecast errors from those based on level
exceedances.
In the first category: the percentage of explained variance (EV)
given by 1 minus the ratio of the residual variance and the observed
PM10 variance, the correlation coefficient between the prediction
(or forecast) and the observed PM10 concentration (R), the mean
absolute percentage error (MAPE), the root mean square error
(RMSE), the index of agreement (IA) and finally the skill score (SS).
More precisely, IA gives the degree to which model predictions are
error free (range between [0,1], with a best value of 1); SS measures
the relative improvement with respect to persistence forecast
(range between [
1, 1] and a value of 0.5 or more indicates
a significant improvement in skill). Note that the percentage of the
explained variance EV does not exactly correspond to the square of
the correlation coefficient R, even if it is true for linear models.
In the second category, classical indicators are the probability of
detection (POD, range between [0,1] with a best value of 1), the
false alarm rate (FAR, range between [0,1] with a best value of 0)
and the threat score (TS, range between [0,1] with a best value of 1).
Let us mention that the threshold value used for computing POD, TS
and FAR is set to 30 mg m
3, instead of 50 mg m
3 in order to take
into account the fact that TEOM measurements do not integrate the
volatile fraction.
3.1. Choice of predictors
The choice of the predictors used in the models is based on the
random forest variable importance. More precisely, the variables
are ranked for each station using the average importance of twenty
random forests to minimize sampling effects.
We first examine the problem of the choice of lagged PM10
(denoted by PM10hier) which plays a crucial role especially when
pollution level is high. To illustrate it, we examine for the JUS
station only, the average importance of variables based on 20
random forests in three different situations collected in Table 3. The
first column involves pollutants (NO, NO2 and SO2) and meteoro-
logical variables, the second one adds the lagged PM10 (PM10hier,
in italics) to this set of variables and the last column is obtained
removing pollutants.
 J.-M. Poggi, B. Portier / Atmospheric Environment 45 (2011) 7005e7014 7009

Table 3
JUS station. Importance of variables based on 20 random forests and quantified by
the mean increase of the mean square error of a tree in the forest when the observed
values of this variable are randomly permuted in the OOB samples.

Pollutants and Adding PM10hier Removing NO, NO2,

Meteo SO2
NO2 26 NO 24 PM10hier 25
NO 25 NO2 24 VVmoy 22
SO2 16 PM10hier 21 GTrouen 22
VVmoy 15 VVmoy 14 VVmax 12
PAmoy 14 SO2 13 PAmoy 12
GTrouen 14 GTrouen 12 PLsom 10
HRmoy 12 PAmoy 12 Tmoy 8
PLsom 12 PLsom 12 Tmin 8
VVmax 10 HRmoy 11 DVdom 6
DVmaxvv 9 VVmax 9 Tmax 6
Tmoy 9 Tmoy 7 DVmaxvv 5
Tmax 8 DVmaxvv 7 HRmoy 5
HRmax 8 HRmax 7 HRmax 5
Tmin 7 Tmax 7 HRmin 2
HRmin 7 Tmin 6
DVdom 6 DVdom 5
HRmin 4

Starting from the first model as a reference (first column of
Table 3), adding the lagged variable slightly modifies the scores of
importance but promotes in third position PM10hier while
removing the pollutants leads to push it at the first rank leaving
almost unchanged the importance scores of meteorological vari-
ables. This illustrates why the lagged variable is considered as very
useful in the forecasting context (from the d-day for tomorrow)
because PM10hier is available since it is measured while NO, NO2,
SO2 are not observable and need to be replaced by forecasts which
are of medium to poor accuracy.
Let us now select the meteorological parameters. In Fig. 2, one
can find a typical result coming from one forest for each station. The
results are extremely homogeneous: the same top 3 variables are
highlighted and the plots look similar.
For each station, the variables are selected according to the
average importance of twenty random forests to minimize
sampling effects. A first gap (huge) around 20, and a second one
around 10 help us in the choice of a small subset of 6 variables. So,
we select the same predictors for the three stations: PM10hier,
GTrouen and VVmoy which are clearly the most important, and in
addition PAmoy and Tmoy. Let us remark that the daily total rain
(variable Plsom) is not retained in the final set of variables. In fact,
this variable is of small average importance, especially in winter,
and in addition it is hard to predict so, even if it is useful to explain
exceedances, we chose to let this variable out of the considered
models. But we must remark that if total rain is not easy to predict,
some applications show that rain as binary variable is easy to
Fig. 3. BIC values versus number of clusters of CLM for each of the three stations.
predict and can be a crucial variable in the model, and some recent
studies show that PM10 concentrations decrease even when there
is little rain only.
In the sequel we focus on these five predictors. This selection
captures the most frequently retained predictors, according to the
literature.
3.2. Forecasting performances on training data
In addition to the persistence method, we consider a reference
model given by a generalized additive model (GAM for short),
which naturally contains the regression linear model and generally
outperforms it in such a context. Then we consider a clusterwise
linear model (CLM for short) with an unprescribed number of
clusters. So the first step is to choose it according to a model
selection criterion: we compare the BIC values given for each
clusterwise linear model and we choose the number of clusters
leading to the smallest BIC value. We can see in Fig. 3, that 2 or 3
clusters lead to the smaller values. In particular for GUI station, the
BIC value is the same for 2 or 3 clusters. Of course, in such situa-
tions, the parcimony argument tends to favor the smaller one but it
could be of interest, from a descriptive or explicative perspective to
also inspect the model with 3 clusters.

Fig. 2. Variable importance using random forests.

7010 J.-M. Poggi, B. Portier / Atmospheric Environment 45 (2011) 7005e7014

Table 4 Table 6
Forecasting errors on training data (winter days 2004/2005 e 2007/2008). Forecasting errors on test data (winter days 2008e2009).

Station Statistical indices GAM CLM (2 clusters) CLM (3 clusters) Station Statistical indices GAM CLM (2 clusters) CLM (3 clusters)
JUS R 0.78 0.87 0.93 JUS R 0.81 0.87 0.92
EV 0.61 0.76 0.85 EV 0.65 0.74 0.81
IA 0.86 0.92 0.96 IA 0.89 0.90 0.93
SS 0.53 0.71 0.83 SS 0.66 0.73 0.80
MAPE 0.23 0.18 0.14 MAPE 0.22 0.17 0.14
RMSE 6.34 4.98 3.85 RMSE 6.16 5.47 4.72
GUI R 0.74 0.86 GUI R 0.76 0.85
EV 0.55 0.72 EV 0.57 0.68
IA 0.83 0.91 IA 0.85 0.87
SS 0.49 0.68 SS 0.64 0.73
MAPE 0.25 0.20 MAPE 0.24 0.18
RMSE 8.20 6.43 RMSE 8.34 7.21
GCM R 0.74 0.86 0.93 GCM R 0.69 0.79 0.90
EV 0.54 0.73 0.85 EV 0.45 0.62 0.80
IA 0.83 0.91 0.95 IA 0.82 0.87 0.94
SS 0.44 0.67 0.81 SS 0.50 0.66 0.83
MAPE 0.29 0.21 0.17 MAPE 0.30 0.20 0.15
RMSE 7.32 5.63 4.23 RMSE 7.45 6.15 4.43

So, we compare the nonlinear additive one and the two clus-
terwise linear models for 2 or 3 clusters.
The forecasting performances evaluated on winter days of years
2004e2008, for the three sites are given in Table 4 for indices based
on forecasting errors. First, the results for the three models are very
good. For example, for the urban background station JUS, the worst
model explains 61% of the variance and the best one 85%.
To complement this view, Table 5 contains the forecasting
performances for indices based on level exceedances. The threat-
score (TS) is about 0.7 for the best models, this is remarkable.
Let us start the global comparison with the persistence strategy
which is the worse: bad TS (around 35% instead of 70% considered
as good), poor POD (around 55% instead of 75%) and poor FAR
(around 45% instead of 10%).
The comparison between the three other models is clear: the
nonlinear additive model is less accurate than the clusterwise
linear model with 2 clusters, and the one with 3 clusters is, as ex-
pected on the training data, slightly better. It turns out that a global
multiple linear model fitted on this data set leads to less accurate
forecasts, since it is outperformed by the GAM model. However, this
last one is only slightly better than persistence. Note that, even if
this is of little interest on the training data, the forecasting model of
persistence performs even slightly better than GAM on training
data set of the GCM station (R ¼ 0.81, EV ¼ 0.65 and TS ¼ 0.37). This
comes certainly from the fact that in winter, exceedances appear as
sequences of consecutive observations exhibiting a locally
increasing trend.
Let us remark that, at this stage focusing on simple models, we
have neglected possible weekend effects. So the comparison
between clusterwise regression and nonlinear additive regression
is not completely fair. Indeed, instead of clustering, one could study
weekend effects and include corresponding dummy variables.
Some statistical studies in other regions indicate lower levels on
Saturdays compared to working days, and lower levels on Sundays
compared to Saturdays, so one could study models with two
dummy variables for the weekend.
3.3. Forecasting performance on test data
Let us now study the forecasting performances of the three
models. We use models estimated using the training data and
analyzed in the previous section and we evaluate their perfor-
mances on winter days of year 2008e2009, in order to obtain
a fair evaluation. The different performance statistics for the three
sites are summarized in Table 6 for indices based on forecasting
errors.
The results are remarkably stable from the training period to the
test period. The results remain of good quality: explained variance
from 45% to 74%, depending on the station and the model.
As in the previous studies (see Jollois et al., 2009) for modeling
PM10 concentrations using together pollutants and meteorological
variables, the stations exhibit different difficulties for forecasting,
namely JUS is easy, GCM is harder and GUI is medium.
The comparison with persistence is of interest for the test data.
Let us notice that the skill score SS is always greater than 0.5, which
means that the considered model outperforms the persistence
model. More details can be found in Table 7 giving the performance
indices based on level exceedances: the performances of persis-
tence are considerably degraded with respect to those attained on
the training data set.
The results obtained for the GAM and CLM models are stable,
even if the results in exceedances are based on a small number of
days, and can be very satisfactory, for example for JUS station where
the TS is about 0.80 and the FAR is zero.

Table 5 Table 7
Forecasting performances on training data (winter days 2004e2008). Forecasting performances on test data (winter days 2008e2009).

Station Statistical indices Persistence GAM CLM (2 clusters) CLM (3 clusters) Station Statistical indices Persistence GAM CLM (2 clusters) CLM (3 clusters)
JUS POD 0.52 0.56 0.77 0.80 JUS POD 0.36 0.71 0.79 0.93
TS 0.34 0.45 0.76 0.77 TS 0.23 0.53 0.79 0.93
FAR 0.49 0.30 0.03 0.05 FAR 0.62 0.33 0 0
GUI POD 0.57 0.66 0.78 GUI POD 0.59 0.74 0.67
TS 0.40 0.53 0.73 TS 0.43 0.60 0.66
FAR 0.44 0.28 0.09 FAR 0.39 0.24 0.03
GCM POD 0.54 0.38 0.62 0.73 GCM POD 0.25 0.45 0.45 0.45
TS 0.37 0.31 0.55 0.67 TS 0.14 0.36 0.38 0.39
FAR 0.46 0.38 0.18 0.10 FAR 0.75 0.38 0.31 0.25
 J.-M. Poggi, B. Portier / Atmospheric Environment 45 (2011) 7005e7014 7011

4. Analysis of clusterwise linear model on JUS station Table 8

JUS Station, winter days 2004e2008. CLM with 2 clusters. Estimated model coeffi-
cients with the p-value of the corresponding significance test.
In this section, we develop more carefully the clusterwise linear
model focusing on JUS station. We first analyze together with the Predictors Cluster 1 (139 days) Cluster 2 (415 days)
cluster assignment distribution, the models built in the different Coefficient p-value Coefficient p-value
clusters. We compare them and study the discriminative proper- (Intercept) 0.32 6.97e
05
0.32 <2.2e
16
ties. Then, we discuss the different ways to compute the forecasts PM10hier 0.53 <2.2e
16 0.02 0.60
by combining the predictions given by each model (or equivalently Tmoy
0.08 0.172
0.004 0.92
VVmoy
0.25 0.00128
0.10 0.007
each cluster).
PAmoy 0.09 0.267 0.14 8.2e
07
As previously mentioned, the clusterwise linear model is ob- GTrouen 0.26 0.00024 0.27 1.5e
15
tained from all days of winter for years 2004e2008, using the R-
package flexmix by varying the number of clusters from 1 to 7. Let us
mention that we use the method on standardized variables, which
then requires rescaling back the estimates of PM10 concentrations. Cluster 2 does not contain any day of concentration greater
The BIC criterion is minimum for 2 or 3 clusters (see Fig. 3), so we than 35 mg m
3 while all the polluted days (PM10
examine first the model with 2 clusters and close the section by concentration  50 mg m
3) are assigned to cluster 1 with a prob-
a short discussion about the model with 3 clusters. ability equal to 1. So the interpretation is easy: cluster 1 is essen-
tially the class of polluted days and cluster 2 the one of unpolluted
days.
4.1. The model Let us now analyze the linear model across the 2 clusters
involving the previously selected predictors (PM10hier, VVmoy,
Recall that a clusterwise regression model is a mixture of linear GTrouen, Tmoy and PAmoy). In Table 8, we find the estimated
models, that is a way to compute the posterior probabilities of coefficients with additional information: the p-value of the corre-
belonging to clusters together with the local linear models. sponding significance test.
Let us first examine these probabilities to describe the two A graphical counterpart of this table (where the coefficients
clusters. We will show that cluster 1 corresponds somehow to values are explicit) is given in Fig. 5, facilitating the comparison
the class of polluted days. Fig. 4 shows the posterior probabili- between the two models.
ties of belonging to cluster 1 versus the observed PM10 Let us first notice that the two models are similar except two
concentrations (of course, the probabilities of belonging to main differences: the sign of the intercept and the prominent role
cluster 2 are the complements to 1). Two horizontal lines allow of PM10hier for cluster 1. More precisely, the intercept is positive in
to easily visualize unpolluted days from medium to highly cluster 1 and negative in cluster 2. Influent predictors are not the
polluted days. Since the assignment is based on the maximum- same in each cluster. Lagged PM10 variable (PM10hier) is the most
likelihood, we adopt the following convention: cluster 1 (resp. important predictor in cluster 1 while it is not significant in cluster
2) is made of the days such that the posterior probability is 2. Indeed in cluster 1, Tmoy and PAmoy are not significant (p-
greater (resp. less) than 0.5. The cluster size on the training data value > 5%), while in Cluster 2 PM10hier and Tmoy are not
is then: 139 days in cluster 1 and 415 days in cluster 2. We mark significant.
by circles the days corresponding to cluster 1 and by crosses
those of cluster 2.

Fig. 4. JUS Station, winter days 2004e2008. CLM with 2 clusters. Posterior probabil- Fig. 5. JUS Station, winter days 2004e2008. CLM with 2 clusters. Confidence intervals
ities of belonging to class 1. 95% and significance of the coefficients of linear models. (Comp. stands for Cluster).
7012 J.-M. Poggi, B. Portier / Atmospheric Environment 45 (2011) 7005e7014

Fig. 6. JUS Station, winter days 2004e2008. CLM with 2 clusters, (observed PM10, predicted PM10), «hard» forecast method on the left panel and «fuzzy» forecast method on the
right panel.

Table 9 4.2. How to build a forecast of PM10 concentration from a given

JUS station. Performances for forecasting winter days 2004e2008. Hard and fuzzy clusterwise model?
forecasting methods.

Statistical indices Hard method Fuzzy method In addition to the local linear models, the method provides
R 0.87 0.87 a way to compute the posterior probabilities of belonging to clus-
EV 0.75 0.76 ters. Assignment to a class is then based on the maximum likeli-
IA 0.92 0.92 hood. So, two ways can be explored to build a forecast:
SS 0.70 0.71
MAPE 0.18 0.18
RMSE 4.98 4.98
- to assign the new observation to a class and use the model of
this class to predict (we refer to this method by hard since the
assignment is hard). The hard forecast is then obtained using
the linear model of the chosen cluster;
Table 10
JUS station. Performances for forecasting winter days 2009. Hard and fuzzy fore- - to combine the forecasts delivered by the different models
casting methods. weighted by the posterior probabilities (we refer to this
Statistical indices Hard method Fuzzy method
method by fuzzy since the assignment is a probability
distribution).
R 0.87 0.87
EV 0.75 0.74
IA 0.90 0.90 On the left panel of Fig. 6, we find the forecasts obtained by the
SS 0.72 0.73 hard strategy versus the observed PM10 concentrations. The fore-
MAPE 0.18 0.17 casts obtained using the model of cluster 1 are represented by
RMSE 5.47 5.47
a circle and by a cross for those coming from model of cluster 2. The
right panel displays the forecasts obtained using the “fuzzy
strategy”, all the points are represented using the same symbol
The previous description of the clusters helps us to interpret the since each day is forecasted using both models with different
discrimination. For example, the intercept can be interpreted as weights.
a difference with respect to the global PM10 mean (in fact 0 since It should be noted that all PM10 concentrations above 30 mg m
3
PM10 is standardized): more polluted for cluster 1 and less polluted are estimated using the linear model of cluster 1, see the circles on
for cluster 2. the left panel of Fig. 6.

Fig. 7. JUS Station, winter days 2004e2008. CLM with 3 clusters. Posterior probabilities of belonging to each cluster.
 J.-M. Poggi, B. Portier / Atmospheric Environment 45 (2011) 7005e7014
Fig. 8. JUS Station, winter days 2004e2008. CLM with 3 clusters. Confidence intervals
95% and significance of the coefficients of linear models (Comp. stands for Cluster).
Even if the second approach seems more appropriate for the
problem of forecasting since the assignment to a cluster is not
necessary, comparing the two panels does not reveal significant
differences between the two scatter plots. Table 9 contains the
numerical indices of performance and confirms that the accuracy is
similar.
Fig. 9. JUS Station, winter days 2004e2008. CLM with 3 clusters, (observed PM10,
predicted PM10), «hard» forecasting method.
7013
To end this paragraph, let us briefly comment the results, see
Table 10, obtained by the two different forecasting methods on the
test data.
Unsurprisingly the results are very similar to those obtained on
the training data and also very close to each other for the two
forecasting methods.
This comes from the fact that polluted days are assigned to
cluster 1 with a probability very close to 1.
4.3. A model with 3 clusters
To close this descriptive part, let us comment the clusterwise
regression model with 3 clusters, instead of only 2 as in the
previous section. The cluster sizes are as follows: 223 for cluster 1,
257 for cluster 2 and 74 for cluster 3. Again, by examining the
posterior probabilities of belonging to each cluster, we easily get
the interpretation of clusters. From the right to the left of Fig. 7: the
polluted days belong to cluster 3 with a probability close to 1, the
days belonging to cluster 2 with a probability greater than 0.5 are
unpolluted and the cluster 1 corresponds to an intermediate class.
The linear models for the 3 clusters are given in Fig. 8. This
synthetic view has to be compared with Fig. 5. It is clear that the
models of new clusters 2 and 3 are roughly as the same as those of
previous clusters 2 and 1 respectively. The intercept of the model of
the new cluster 1 is about zero confirming the intermediate situation.
The forecasts obtaining by combining the predictions given by
the three models lead to the graph of predicted versus observed
PM10 concentrations of Fig. 9. This scatter plot exhibits an excep-
tional concentration around the ideal diagonal even if the model
slightly underestimates the medium to high values. The explained
variance reaches 86% which is very satisfactory.
5. Conclusion and discussion
For three monitoring stations of Rouen (Haute-Normandie,
France) reflecting the diversity of urban situations (background,
traffic and industrial stations), we have built statistical models for
daily mean PM10 concentrations from the winter days 2004/2005
to 2007/2008. We have shown that it is possible to accurately
forecast the daily mean PM10 concentration by fitting a function of
meteorological predictors and the average PM10 concentration
measured on the previous day. We have compared the forecasting
performance evaluated on winter days 2008/2009 of three different
methods: persistence, generalized additive nonlinear models and
clusterwise linear regression models and analyze the reasons of the
especially good behavior of this last one.
To discuss the future directions of this promising work, let us
sketch two different questions.
The first one is about the forecasting results in the actual fore-
casting context. Indeed, the results obtained in the literature are
often of excellent quality, especially when local particularities
(geographic or meteorological) lead to easy predict situations (see
for example Diaz-Robles et al., 2008, about Temuco, Chili). In
addition, as in the present work, a lot of papers evaluate the fore-
casting performance on observed meteorological variables which
should be completed by effective evaluation of the additional
uncertainty brought by the replacement of observed values by
predicted ones. The perfect prognosis strategy for forecasting (see
Wilks, 1995) leads to fit the models on observed variables using
training data and to use in actual forecasting situation by replacing
unavailable variables by forecasts generally coming from the
meteorological institute. This allows to introduce for example the
temperature of the day to explain PM10 by considering the fore-
casted temperature in an actual situation. Even if the perfect
prognosis strategy is used almost everywhere, Caselli et al. (2009)
7014 J.-M. Poggi, B. Portier / Atmospheric Environment 45 (2011) 7005e7014
for Bari (Italy) use a classical neural network fitted directly the
forecasts of meteorological variables. Nevertheless, focusing on an
application in operational mode requires additional experiments to
assess the quality of the forecasting procedure. Indeed, for the
model considered in our paper, it may be mentioned that in fore-
casting PM10 for day d, e.g. at the evening of day d-1, one cannot
use PM10hier. Instead one may use a model with moving average of
PM10 from 16.00 day d-2 to 16.00 day d-1.
The second direction is to make profit of deterministic fore-
casting coming from large-scale numerical modelization. A lot of
ideas can be used to make the cooperation between the two
modeling approaches. For example, in Hooyberghs et al. (2005), the
considered models are very simple and the main originality is to
include the mixing height. A model including only this variable and
the PM10 of the last day gives satisfactory results in terms of
alarms. The introduction of four classical additional variables cited
below leads to slightly improved performances. In Konovalov et al.
(2009), a deterministic forecasting model is compared to statistical
ones and appears to be less accurate. What is interesting is that, the
statistical models can be easily improved by introducing the
deterministic forecast as an additional predictor. In the same line,
Perez and Reyes (2006) introduce the Meteorological Potential of
Atmospheric Pollution given by a deterministic model which leads
to linearized and simplified forecasting models. Finally, let us
mention that Cobourn (2010), using nonlinear parametric model,
shows that adding the back-trajectories is useful from the average
error as well as in terms of alarms.
Acknowledgements
We want to thank Véronique Delmas and Michel Bobbia from
Air Normand for fruitful discussions. In addition, we want to thank
Air Normand and Météo-France for providing PM10 and meteoro-
logical data respectively. Finally, the authors thank the reviewers
for constructive comments and recommendations.
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