Analysis of Particulate Matter (PM10) Behavior in the Caribbean Area Using a Coupled <i>SARIMA-GARCH</i> Model

Abstract

The aim of this study was to model the behavior of particles with aerodynamic diameter lower or equal to 10μm (PM10) in the Caribbean area according to African dust seasonality. To carry out this study, PM10 measurement from Guadeloupe (GPE) and Puerto Rico (PR) between 2006 and 2010 were used. Firstly, the missing data issues were addressed using algorithms that we elaborated. Thereafter, the coupled SARIMA-GARCH (Seasonal Autoregressive Integrated Moving Average and Generalized Autoregressive Conditional Heteroscedastic) model was developed and compared to PM10 empirical data. The SARIMA process is representative of the main PM10 sources, while the heteroskedasticity is also taken into account by the GARCH process. In this framework, PM10 data from GPE and PR are decomposed into the sum of the background atmosphere (Bt = anthropogenic activities + marine aerosol), African dust seasonality (St = mineral dust), and extreme events processes (Ct). Akaike’s information criterion (AIC) helped us to choose the best model. Forecast evaluation indexes such as the Mean Absolute Percentage Error (MAPE), the Mean Absolute Scale Error (MASE), and Theil’s U statistic provided significant results. Specifically, the MASE and U values were found to be almost zero. Thus, these indexes validated the forecasts of the coupled SARIMA-GARCH model. To sum up, the SARIMA-GARCH combination is an efficient tool to forecast PM10 behavior in the Caribbean area.

Keywords

• PM10
• <i>SARIMA-GARCH</i> model
• heteroskedasticity
• forecast
• Caribbean area