Abstract
This paper proposes a new approach for forecasting continuous indoor air quality time series and in particular the concentration of a common air pollutant in offices like formaldehyde. Forecasting is achieved through the combination of the spectral band decomposition using fast Fourier transform and nonlinear time series modeling. Two nonlinear models have been tested: a threshold autoregressive (TAR) model and a Chaos dynamics-based modeling. This study shows the benefit of the Fourier decomposition coupled with nonlinear modeling of each extracted component, compared to forecasting applied directly on the raw data. Both TAR and Chaos dynamics models are able to reproduce nonlinearities, with slightly better performance in the case of the second model. These hybrid models provide good performance on forecast time horizon up to 12 h ahead.
Similar content being viewed by others
References
Abarbanel H (2012) Analysis of observed chaotic data. Institute for Nonlinear Science, Springer, New York
Abarbanel HD, Brown R, Sidorowich JJ, Tsimring LS (1993) The analysis of observed chaotic data in physical systems. Rev Mod Phys 65(4):1331–1392
AFSSET (2007) Indoor air quality guideline value for formaldehyde. AFSSET, Maisons-Alfort
Bao Y, Lee TH, Saltoğlu B (2007) Comparing density forecast models. J Forecast 26(3):203–225
Berge A, Mellegaard B, Hanetho P, Ormstad E (1980) Formaldehyde release from particleboard: evaluation of a mathematical model. Eur J Wood Wood Prod 38(7):251–255
Berrocal VJ, Raftery AE, Gneiting T, Steed RC (2010) Probabilistic weather forecasting for winter road maintenance. J Am Stat Assoc 105(490):522–537
Bourdin D, Mocho P, Desauziers V, Plaisance H (2014) Formaldehyde emission behavior of building materials: on-site measurements and modeling approach to predict indoor air pollution. J Hazard Mater 280:164–173
Bradley E, Kantz H (2015) Nonlinear time-series analysis revisited. Chaos 25(9):097610
Buzug T, Pfister G (1992) Optimal delay time and embedding dimension for delay-time coordinates by analysis of the global static and local dynamical behavior of strange attractors. Phys Rev A 45(10):7073–7084
Cao L, Soofi AS (1999) Nonlinear deterministic forecasting of daily dollar exchange rates. Int J Forecast 15(4):421–430
Cao L, Hong Y, Fang H, He G (1995) Predicting chaotic time series with wavelet networks. Phys D 85(1):225–238
Casdagli M (1989) Nonlinear prediction of chaotic time series. Phys D 35(3):335–356
Casdagli M (1992) Chaos and deterministic versus stochastic non-linear modelling. J R Stat Soc Ser B (Methodological) 54(2):303–328
Casdagli M, Eubank S (1992) Nonlinear modeling and forecasting. In: Proceedings of the workshop on nonlinear modeling and forecasting, Sept 1990. Addison-Wesley Publishing Company, Santa Fe Institute
Casdagli M, Eubank S, Farmer JD, Gibson J (1991) State space reconstruction in the presence of noise. Phys D 51(1):52–98
Chan KS, Tong H (1986) On estimating thresholds in autoregressive models. J Time Ser Anal 7(3):179–190
Clements M, Hendry D (1998) Forecasting economic time series, vol 1. Cambridge University Press, Cambridge
Farmer JD, Sidorowich JJ (1987) Predicting chaotic time series. Phys Rev Lett 59(8):845–848
Fassò A, Negri I (2002a) Multi-step forecasting for nonlinear models of high frequency ground ozone data: a monte carlo approach. Environmetrics 13(4):365–378
Fassò A, Negri I (2002b) Non-linear statistical modelling of high frequency ground ozone data. Environmetrics 13(3):225–241
Franses P, van Dijk D (2000) Non-linear time series models in empirical finance. Cambridge University Press, Cambridge
Fraser AM, Swinney HL (1986) Independent coordinates for strange attractors from mutual information. Phys Rev A 33(2):1134–1140
Garland J, Bradley E (2015) Prediction in projection. Preprint arXiv:150301678
Geweke J, Terui N (1993) Bayesian threshold autoregressive models for nonlinear time series. J Time Ser Anal 14(5):441–454
Granger CWJ (1998) Extracting information from mega-panels and high-frequency data. Stat Neerl 52(3):258–272
Hegger R, Kantz H, Schreiber T (1999) Practical implementation of nonlinear time series methods: the TISEAN package. Chaos: an interdisciplinary. J Nonlinear Sci 9(2):413–435
Hoskins JA (2003) Health effects due to indoor air pollution. Indoor Built Environ 12(6):427–433
IARC (2006) IARC monographs on the evaluation of carcinogenic risks to humans. Volume 88: formaldehyde, 2-butoxyethanol and 1-tert-butoxypropan-2-ol
Jones AP (1999) Indoor air quality and health. Atmos Environ 33(28):4535–4564
Kantz H, Schreiber T (2004) Nonlinear time series analysis, vol 2. Cambridge nonlinear science series. Cambridge University Press, Cambridge
Kember G, Flower A, Holubeshen J (1993) Forecasting river flow using nonlinear dynamics. Stoch Hydrol Hydraul 7(3):205–212
Kennel MB, Abarbanel HD (2002) False neighbors and false strands: a reliable minimum embedding dimension algorithm. Phys Rev E 66(2):026,209
Kennel MB, Brown R, Abarbanel HD (1992) Determining embedding dimension for phase-space reconstruction using a geometrical construction. Phys Rev A 45(6):3403–3411
Kugiumtzis D (1996) State space reconstruction parameters in the analysis of chaotic time series the role of the time window length. Phys D 95(1):13–28
Lorenz EN (1969) Atmospheric predictability as revealed by naturally occurring analogues. J Atmos Sci 26(4):636–646
Lu X, Clements-Croome D, Viljanen M (2010a) Integration of chaos theory and mathematical models in building simulation: part I: literature review. Autom Constr 19(4):447–451
Lu X, Clements-Croome D, Viljanen M (2010b) Integration of chaos theory and mathematical models in building simulation: part II: conceptual frameworks. Autom Constr 19(4):452–457
Mendez M, Blond N, Blondeau P, Schoemaecker C, Hauglustaine DA (2015) Assessment of the impact of oxidation processes on indoor air pollution using the new time-resolved inca-indoor model. Atmos Environ 122:521–530
Nazaroff WW, Cass GR (1986) Mathematical modeling of chemically reactive pollutants in indoor air. Environ Sci Technol 20(9):924–934
NTP (2011) NTP 12th report on carcinogens
Packard NH, Crutchfield JP, Farmer JD, Shaw RS (1980) Geometry from a time series. Phys Rev Lett 45(9):712–716
Perron P, Vogelsang TJ (1992) Nonstationarity and level shifts with an application to purchasing power parity. J Bus Econ Stat 10(3):301–320
Pinson P (2012) Very-short-term probabilistic forecasting of wind power with generalized logit-normal distributions. J R Stat Soc Ser C (Appl Stat) 61(4):555–576. https://doi.org/10.1111/j.1467-9876.2011.01026.x
Quandt RE (1958) The estimation of the parameters of a linear regression system obeying two separate regimes. J Am Stat Assoc 53(284):873–880
Ryan PB, Spengler JD, Halfpenny PF (1988) Sequential box models for indoor air quality: application to airliner cabin air quality. Atmos Environ (1967) 22(6):1031–1038. https://doi.org/10.1016/0004-6981(88)90333-2
Salthammer T, Mentese S, Marutzky R (2010) Formaldehyde in the indoor environment. Chem Rev 110(4):2536–2572
Sarno L, Valente G (2004) Comparing the accuracy of density forecasts from competing models. J Forecast 23(8):541–557. https://doi.org/10.1002/for.930
SCHER (2007) Opinion on risk assessment on indoor air quality, European commission: Brussels (scientific committee on health and environmental risks)
Takens F (1981) Detecting strange attractors in turbulence. In: Rand D, Young LS (eds) Dynamical systems and turbulence, Warwick 1980, vol 898. Lecture notes in mathematics. Springer, Berlin, pp 366–381
Tong H (1983) Threshold models in non-linear time series analysis, vol 21. Lecture notes in statistics. Springer, Berlin
Tong H (1990) Non-linear time series: a dynamical system approach. Oxford University Press, Oxford
Tong H (1993) Non-linear time series: a dynamical system approach. Dynamical system approach. Clarendon Press, Oxford
Tong H, Lim KS (1980) Threshold autoregression, limit cycles and cyclical data. J R Stat Soc Ser B (Methodological) 42(3):245–292
Tongal H, Berndtsson R (2014) Phase-space reconstruction and self-exciting threshold modeling approach to forecast lake water levels. Stoch Env Res Risk Assess 28(4):955–971
WHO (2010) Who guidelines for indoor air quality: selected pollutants. WHO, Geneva
Yu B, Huang C, Liu Z, Wang H, Wang L (2011) A chaotic analysis on air pollution index change over past 10 years in Lanzhou, northwest China. Stoch Env Res Risk Assess 25(5):643–653
Zhang Y, Luo X, Wang X, Qian K, Zhao R (2007) Influence of temperature on formaldehyde emission parameters of dry building materials. Atmos Environ 41(15):3203–3216
Acknowledgements
This work received financial support from the French research program on air quality (PRIMEQUAL) through the Grant No 12-MRES-PRIMEQUAL-4-CVS-09. The autors are grateful to the reviewers who contributed to the manuscript quality improvement.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Ouaret, R., Ionescu, A., Petrehus, V. et al. Spectral band decomposition combined with nonlinear models: application to indoor formaldehyde concentration forecasting. Stoch Environ Res Risk Assess 32, 985–997 (2018). https://doi.org/10.1007/s00477-017-1510-0
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00477-017-1510-0