AN ADAPTIVE DIAGNOSTIC MODEL

FOR AIR QUALITY MANAGEMENT

ROBERT CARBONE
Academic Faculty of Management Science
and
WILPEN L. GORR
School of Public Administration, The Ohio State University, Columbus, OH 43210, U.S.A.

(First received 1 Nouember 1976 and infinal form 13 January 1978)

Abstract - This paper draws attention to the program evaluation and regulation adjustment capabilities
required for implementing and maintaining air quality standards. A diagnostic approach is presented for
determining the causes of air quality problems based on a multivariate time series model. The model
formulation is based on routinely available data and the concept of time-varying parameters with estimation
via an adaptive tittering technique. The diagnostic approach is illustrated with some total suspended
particulates data from Allegheny County, Pennsylvania, recorded over a period of time during which a series
of pollution control milestone events occurred.

1. INTRODUCTION that it has the capability of continuously providing

Implementation and maintenance of air quality stan-
dards tend to be treated as once-only planning efforts
with the resulting pollutant emission regulations being
thought of as “permanent” (see Federal Register, 1971
and 1974). Ambient air quality resulting from plans
may miss the targeted standards, however, for several
reasons. These include emission inventory errors,
forecasting errors, diffusion modeling prediction er-
rors, non-compfiance with regulations and unfavor-
able changes in uncontrollable variables such as
background con~ntration.
In some cases, then, it may be necessary to institute
feedback control systems to adjust regulations or
make other corrections in air quality management
according to the experienced air quality trends. The
purpose of this paper is to draw attention to the
adjustment-of-air-pollution-regulations problem and
to develop and test an appropriate diagnostic ap
preach for the adjustment process - the Adaptive
Diagnostic Model (ADM).
Diagnostic models have the purpose of inexpen-
sively limiting the explanation of an event to a subset of
all possible causes of the event. Thus explanation
becomes a staged process with the first stage being
made with readily available information and routine
procedures. The ADM which is presented for this first
stage analysis is a multivariate time series model based
on the concept of time-varying parameters with para-
meter estimates calculated by the Adaptive Estimation
Procedure (AEP) developed by Carbone (1975) and
Carbone and Longini (1975, 1976). Through the
application of this adaptive filtering algorithm, ADM
is self-adaptive to changing structures of an airshed so
diagnostics without the attention of systems analysts.
The next section of the paper describes the empirical
setting for a demonstration of ADM using total
suspended particulates (TSP) concentrations recorded
over a period of five years at the Logans Ferry
monitoring site in Allegheny County (Pittsburgh)
Pennsylvania. In an earlier paper (Carbone and Gorr,
1976) we reported initiat experience in applying AEP
to the estimation of multivariate models of pollutant
concentrations, specifically background concen-
trations, based in part on these data. These data are re-
examined in this paper because of specific milestone
events of air pollution control which have occurred
over the period at the various point sources in the
vicinity of the site in question. An analysis of such data
allows us to see whether or not ADM is capable of
detecting and separating such events from the series of
ambient concentration without using any a priori
knowledge. Section 3 presents ADM and a brief
discussion of the estimation approach. Finally, the
results of our study are summarized in Section 4.
2. DATA
Figure 1 shows the locations of major particulate
sources in Allegheny County including sources of
fugitive emissions (largely from by-product coke
plants) and point sources (largely integrated steel
plants and fossil-fueled power plants). Also in Fig. 1 is
the monitoring site under study, Logans Ferry oper-
ated by the Allegheny County Bureau of Air pollution
Control. Additional information on the Logans Ferry
monitor and nearby sources can be found in Rubin and

1785
1786 ROBERTCARBONEand WILPEN L. GORR
(3M~sj~r~SWtce,~8ftii~t8)J
8missronrate0 Bs“
@ Fusl eombustii SOWCB
@Industrial prOC8SS SOWGS
Fig. 1. Distribution of particulate sources and site of Logans
Ferry monitor in Allegheny County (1972).
Bloom (i975), Carbone and Gorr (19761, and Gorr
and Dunlap (1977).
The data set from Logans Ferry has 365 obser-
vations of 24-h average TSP taken by a hi-vol sampler
from May 1970 to April 1975. A standard Unico
shelter and Gelman filter paper with a collection
emciency of 99.7% for particles of size 0.3 pm and
larger ,are used for this instrument. Meteorological
data include surface measurements and Rawinsonde
data taken at the Greater Pittsburgh Airport in the
western portion of Allegheny County. The Rawin-
sonde data were processed by Denardo and McFar-
land Weather Services, West MifIlin, Pennsylvania to
yield inversion-related variables.
Lending interest to this data set are air pollution
control activities of two large fossil-fuels power
plants, A and B, just to the west of Logans Ferry (see
Fig. 1) which followed a trend ofdecreasing particulate
emissions over the five year study period :
Plant A
(a) In 1970 there were five coal-fired boilers in
service with 322 MW capacity:
Nos. 2,4 and 6 - 565 MMBTU h each ;
No. 77 - 1020 MMBTU h ;
No. 88 - 1450 MMBTU h.
(b) In January, 1973 Nos. 2,4 and 6 were derated
and finally taken out of service.
(c) In December. 1974 No. 77 was converted to low
sulfur oil with the plant serving a minor role to provide
peak power.
Plant B
(a) Old coal-fired units rated at 262 MW were
gradually derated from 1970 and taken ouf of service
in May 1971.
(b) A new coal-fired -nit with precipitators and a
tall stack commenced operation in June 1970 and by
May 1971 was operating at capacity.
3. MODEL FORMULATION AND ESTIMATION
APPROACH
The formulation of a model which relates pollution
concentration, c(t), in real time at a monitoring site
during period t as a function of a set of meteorological
and other variables denoted by x,<t] or q(r) is guided
by several considerations. These include implications
of atmospheric diffusion theories, limitations due to
the type of data which is routinely available, the
requirement for an automated modeling process, ease
of model interpretation and application and overall
~rfo~ance.
The unavailability of real time data for source-
oriented causal variables of ambient concentration
dictates the use of wind directional sectors and other
variables as surrogates. Thus the model presented
below is only capable of discriminating between
classes of causes of polIution concentration trends
such as sources to the west vs local sources, low level vs
high level release emissions etc. By applying the
concept of time-varying parameters it is possible to
capture the effect on concentration levels of changes in
the real causal variables which are not included in the
equation. examination of the experienced patterns of
variation of the parameter estimates becomes the
principal tool for diagnostic analysis.
A series of trial model forms for TSP at Logans
Ferry has led to the following form.
c(r) = {g a#““) [E Q)li(‘) (,C, i$Q)xI(t))
where G is a set ofgeneral variables, i and J are sets-of
inversion related variables, and NI and NJ are sets of
non-inversion related variables. The a,(t) and fidt) in
(1) are corresponding time-varying parameters and
u(t) is an undefined error term.
All the variables in (1) are restricted to the values of0
or 1. Wind-directional sectors for the NJ subset and
“inversion” for the J subset correspond to the x-type
variables. In the present context, inversion is assumed
to be a non wind~ir~tional phenomenon. Only one of
the x-type variables can be assigned the value 1 for my
given period since observations are either classified as
a particular wind-direction sector or inversion. In our
empirical study, we have defined 45-135”, 135-225”,
225-315” and 315-45” as the wind-dir~tional sectors
and a period t is determined to be an “inversion” if
there is a morning ground-based inversion with a
temperature differential of at least 2°C across the
thickness of the inversion.
The z-type variables by definition indicate the
occurrence of one of a finite number of nominal classes
of explanatory variables such as probation levels,
wind speed, etc. They are assumed to indirectly affect
concentration by weighting or correcting the e&i-
mated levels determined by the /? parameters. While
 An adaptive diagnostic model for air quality management
some adjustment factors in (1) are assumed to affect
both wind-directional and inversion classified obser-
vations (the elements of G), others are viewed as having
an adjusting effect only when one of the two types of
period prevail. In our study, four classes for pre-
cipitation (none, O-O.254 cm, 0.254-0.889, and greater
than 0.899cm in water equivalent), two classes for
degree day (“heating” if the 24-h average ambient
temperature is less than 18.3”C, “cooling” otherwise),
and two classes reflecting general activity level for
particulate sources (“weekday” and “weekend”) con-
stitute the elements of G. Moreover, wind speed
adjustments are applied only to the four wind direc-
tional estimates, and not to the inversion condition.
Five discrete classes for the variable “24-h average
wind speed” (O-2.25 m s- ‘, 2.25-4.41 m s - I,
4.47-6.71 m s-l, 6.71-8.94 m s-l, and greater than
8.94 m s-t) are the z-type variables contained in NI.
No z-type factors have been used for I.
Attention is now directed to the estimation problem
which is to capture the path that each parameter may
follow over time so as to adapt (1) to changing
structural conditions. This is accomplished by apply-
ing the AEP algorithm. According to this algorithm
:
updated parameter estimates of (1) are obtained with
each new observation via the following two recursive
formulae
sjw
=b,(t
-I)+
I&
-1)1
A
(c(t)~-,,).g.,
1(2)
[
for all j
and
&(t) = oi,(t - 1) + a;# - 1)
[
(c(t) - W)
Z(t)
z,(t).&
1
(3)
for all i
where :
2(t) = a short run prediction of concentration
calculated by applying the observed data
at t to the parameter estimates oft - 1;
D = a damping parameter > 1;
P = the number of variables described by z-
type indicators;
f,(t) = updated average for the j-th x variate.
An exponential smoothing scheme is used to calculate
this latter average as follows:
q(t) = &.x,(t) + (1 - S&(t - 1)
where 0 c S, < 1 and depends on the “forgetting rate”
of past observations applied to the process.
This algorithm is easy to implement ; for example, it
requires no matrix inversion or calculation of cor-
relation functions. The algorithm functions as a servo-
mechanism. Given initial values for the parameters, it
is designed to automatically capture with some lag the
1787
types of processes governing the change in parameter
values. This aspect is crucial since it is generally
impossible to assume a priori knowledge of the
processes governing structural changes in an airshed.
Note that no restriction in (2) and (3) is imposed as to
the type of parameter variation that may arise.
In reference to the empirical study, the following
non-unique steps were taken to estimate the a,(t) and
a,(t) coefficients using F,!ZP :
(a) “None” for prectpttation, “cooling” for degree
day, “weekend” for day and 2.25-4.47 m s- ’ for wind
speed were defined to be standard conditions for
normalization of the z-type variables. The Zi(t) vari-
ables associated with the standard classes are sup
pressed by setting their values to zero for all obser-
vations. (Then the /3,(t) coefficients represent the TSP
concentration of the given wind direction or inversion
during the standard condition.)
(b) At t =O,a,(t) = 1 Viand/3)(t) = 80pgrnm3Vj
(an approximation of average TSP concentration at
Logans Ferry).
(c) fj(t) = 10+-j at t = 0 and 5, = 0.04.
(d) D = 40 was applied for updating the /lAt)‘s in
(2) and D = 10 for the a,(t)‘s in (3). A smaller value of D
was chosen for the a,(t)‘s since they are updated only
when the class of explanatory variable corresponding
to i occurs.
(e) The set of observations was then reiterated
several times through the AEP equations (2) and (3)
via a forward-backward input procedure (see Longini
et al., 1975, and Carbone and Longini, 1975) to adjust
the value of D, if necessary, and to converge to the
pattern of change in the parameter estimates. In this
case, no adjustments to D were found to be necessary.
Note that because of the small values of D used, the
algorithm and parameter estimates have virtually no
memory of individual events of past iterations.
A “purged” data set was also created by deleting the
observations that resulted in an absolute estimation
error greater than 60 pg me3 after the above steps were
performed. This second data set was similarly pro-
cessed through the above steps. The purpose here is to
investigate robustness properties of the estimated
parameter paths derived.
4. RESULTS
Table 1 presents some measures of performance for
the full and purged data sets. The simple correlation
coefficient in this table is between observed and
estimated TSP concentrations, and the serial cor-
relation coefficient is for a first-order autoregressive
scheme.
The average observed and estimated concentrations
reported in Table 1 shows little error in central
tendency for both data sets. The standard deviation of
estimated concentrations is smaller than that of the
observed in both cases, but this is to be expected when
significant measurement errors exist as with hi-vol
data since the variance of observed concentrations
1788 ROISERT
CARBINEand WILPENL. GORR

Table 1. Some descriptive measures of model performance

Model from Model from

Statistic full data set purged data set
__-_- ^..__ _______ _ _.__~__ ~~___.
Average observed concentration 87.4 81.9
Average predicted concentration 88.9 83.2
Standard deviation observed 43.3 34.2
Standard deviation estimated 27.9 23.8
Root mean square error 36.0 26.3
Mean absoiute error 27.0 20.9
Simple correlation coefficient 0.563 0.643
Serial correlation coefficient - 0.022 - 0.052

includes the variance of true concentrations and the
error distribution variance. Furthermore, we note that
statistics reflecting closeness of fit (root mean square
error, simple correlation coefficient and mean ab-
solute deviation) are comparable to those derived from
other empirical modeling efforts. See for example
Islitzer and Slade (l%S), McColhster and Wilson
(1975), Bankoff and Hanzevack (1975), Samson et al.,
(19751, and Sidik and Neustader (1976). Finally no
evidence of serial correlation is detected which is an
indication that the time-lag introduced by damping is
causing no adverse effects.
Table 2 presents parameter estimates for the Logans
Ferry TSP model. The first column of Table 2 is the ‘?;
occurrence of each class of a variable in the sample.
The next two columns give parameter estimates for the
start and end of the five year study period as estimated
from the full data set. The last column contains the

Table 2. Parameter estimates for model with full data set and comparison with purged
data set

Mean absolute
error
Variable “/0of Parameter estimates full vs
class occurrence Start End purged

U ind direction (“)

45-135 7.4 43.1 52.9 1.20
135-225 8.5 119.0 97.3 11.44
225-315 40.6 118.6 95.1 2.62
315-45 14.2 63.7 54.3 2.51
Inversion 29.3 106.7 112.2 4.21
100.0
Wind speed (m s-‘)
O-2.24 6.3 1.092 1.106 0.116
2.24-4.47+ 51.6 1.ooo 1.000 O.ooO
4.47-6.71 36.4 1.013 0960 0.027
6.71-8.94 4.9 1.088 1.055 O.OQO
> 8.94 0.8 1.205 1.196 0.004
lao.0
Precipitation
none* 53.4 1.000 mlo 0.000
low 20.3 0.906 0.854 0.012
medium 15.9 0.873 0.851 0.034
heavy 10.4 0.890 0.895 0.018
100.0
Degree day
cooling* 28.5 l.oOO Moo O.OiKl
heating 71.5 0.854 0.807 0.012
100.0
W
weekend* 26.3 1.ooo l.ooo 0.000
weekday 73.7 1.250 1.127 0.038
100.0

* Parameter estimates for these classes are always equal to 1 because they were &bed
as standard classes w&b respect to which the el%cts of other multiplicative variabies are
compared.
 An adaptive diagnostic model for air quality management 1789

mean absolute deviation between parameter estimates

from the full and purged data sets computed over
observations common to both data sets.
From this table, it is easy to calcuiate the range of
estimated concentrations which is 32.1-179.2 pg me3
at the start and 34.1-131.1j~grn-~ at the end. The
values reported give results as theoretically expected.
For example, the results reveal that concentration on a
weekday is 25% greater than on a weekend at the
beginning and about 12% at the end of the period
(which may provide some measure of the general
effectiveness of control policies); that precipitation
reduces concentration by about 12-15% in contrast to
no precipitation over the period ; that a resultant wind
direction from the major point sources located close to -I
75 150 225 300 375
the monitor and from the city (135-315”, see Fig. 1) for Observation number
days characterized by the standard condition leads to
concentration levels close to three times greater than Fig. 3. Parameter paths of the fi estimates for 225-3 15” wind
direction.
those for the background resultant wind direction
(45-135”) at the beginning and less than two times
greater at the end (which also provides some in-
dication of the effectiveness of control policies). In fact,
the results reveal that concentrations from the urban
area directions have decreased from 20-40% over the
period depending upon the type ofindicator condition.
Also of interest is the fact that the coefficient for the
highest wind speed class is approx 20% higher than the
three middle classes. This provides some evidence that
the Steady Wind Incident phenomenon of high pol-
lutant concentration exists for TSP as well as sulfur
dioxide (see Gorr and Dunlap, 1977).
To further explore the diagnostic capabilities of
ADM, Figs 2-6 present the patterns of variation over
time of the estimates of certain parameters. In all cases
examined, the paths derived from both data sets are
plotted with the heavier line corresponding to the full
0 75 I50 225 300 3
data set. Observations not common to both data sets Observation number
have also been deleted in the parameter plots. Since
Fig. 4. Parameter paths of the p estimates for inversion.

1.60

E”
; 1.20
z
I

p7 l-l
f o.60j----=-=--
L

CT
0.40

1971 1972 1973 1974 1975

i
0 75 150 225 300 3 1971 1972 1973 1974 1975
Observation number
0 75 150 225 300 3j! 5
Observation number
Fig. 2. Parameter paths of the b estimates for 45-135” wind
direction (heavy line indicates full data set, light line purged Fig. 5. Parameter paths of the ai estimates for mild
data set). precipitation.
1790 ROBERT CARBONE
OAISI
1971 1972 1973 1974
0’ 7’5 150 225 360
Observation number
Fig. 6. Parameter paths of the ai estimates for weekday.
parameter estimates are only updated when a class of a
variable is observed, it is assumed in these figures that
they persist in value until such an occurrence.
Figures 2,3 and 4 depict the paths of j? parameters
respectively associated with the 45-135” (background)
and 225-315” (major point sources) wind directional
classes, and inversion. The plotted values in these cases
represent the patterns of variation of expected TSP
given the standard condition; i.e. no precipitation,
cooling, weekend, and 2.25-4.41 m s-l wind speed for
non-inversion days.
It is evident from these figures that the paths from
the full and purged data sets follow nearly identical
patterns. Our results portrayed in Fig. 2 reveal an
increasing trend in TSP advected into the region under
the standard condition. In contrast, we note from Fig.
3 a decreasing trend for the same condition whenever
the wind was blowing from the direction of major
nearby point sources (power plants A and B in Fig. 1).
The milestone events in particulate emission controls
at these sources mentioned in Section 3 appear to be
evidenced in Fig. 3. Also plotted in Fig. 4 is a running
annual average (see Rubin and Bloom, 1975) com-
puted from monthly summaries of district steel pro-
duction reported by the American Iron and Steel
Institute (AISI) which combines Allegheny County
steel production with that of some more distant
facilities. Significant contributions to inversion con-
centrations are more likely due to low level emissions
such as from by-product coke plants as opposed to
elevated sources such as power plants. A qualitative
comparison of these plots suggests that inversion
concentration followed a similar pattern of change as
the steel production trend until 1973. Thereafter a
significant departure in opposite.direction is noticed.
The year 1973 may then indicate the point in time
when local emission control policies for steel plants
impacted ambient air quality.
Figures 5 and 6 present the patterns of variation of
the estimates of the multiplicative parameters re-
spectively assigned to the classes “mild precipitation”
and WILPEN L. GORK
and “weekday”. Here again, we can visually observe
index , consistency between the patterns derived from the full
and purged data sets. Figure 5 reveals that the impact
of mild precipitation in contrast to no precipitation
has remained somewhat constant over the study
period as is expected. It is interesting to note from Fig.
6 that the path derived for weekday in contrast to
weekend which reflects changes due to general source
activity level follows a pattern similar to the inversion
trend portrayed in Fig. 4. Comparing this path to the
running annual AISI steel production index as in Fig.
4, we can easily observe the same phenomenon. The
same pattern of variation between these two paths
1975
seems to persist until 1973, and thereafter, a decreasing
3;5 trend in the weekday parameter exists as opposed to
an increasing trend in the steel production index. This
further supports our earlier contention as to when
local emission control policies show some sign of
effectiveness.
5. CONCLUDING REMARKS
The main thrust of this paper has been to propose an
adaptive diagnostic framework for air quality manage-
ment based exclusively on routinely available infor-
mation. It is apparent from the results reported in the
previous section that this framework appears promis-
ing. These results demonstrate the ability of the system
for accurately capturing and analyzing changes in
trends in concentration 1el:els without using any a
priori knowledge.
Large scale computational experiments with real
time data from a telemetry network are planned. Also,
we are currently exploring the use of this type model-
ing process for the dynamic calibration of monitoring
instruments, long-run forecasting via the extrapo-
lation of the estimated paths of the parameters, and
finally, refinement of ADM for real time prediction of
concentration levels at any point in an airshed given an
existing monitoring network.
Acknowledgments - Appreciation is expressed to members of
the Allegheny County Bureau of Air Pollution Control and
especially Deputy Director R. J. Chleboski and S. Feigen-
baum whose efforts resulted in much of the information for
this study. Partial support was provided by an Ohio State
University Research Grant.
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