IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v7y2019i5p474-d234221.html
   My bibliography  Save this article

Change Point Detection for Airborne Particulate Matter ( PM 2.5 , PM 10 ) by Using the Bayesian Approach

Author

Listed:
  • Muhammad Rizwan Khan

    (Department of Industrial Engineering, Hanyang University, 222 Wangsimni-Ro, Seoul 133-791, Korea)

  • Biswajit Sarkar

    (Department of Industrial & Management Engineering, Hanyang University, Ansan, Gyeonggi-do 15588, Korea)

Abstract

Airborne particulate matter (PM) is a key air pollutant that affects human health adversely. Exposure to high concentrations of such particles may cause premature death, heart disease, respiratory problems, or reduced lung function. Previous work on particulate matter ( P M 2.5 and P M 10 ) was limited to specific areas. Therefore, more studies are required to investigate airborne particulate matter patterns due to their complex and varying properties, and their associated ( P M 10 and P M 2.5 ) concentrations and compositions to assess the numerical productivity of pollution control programs for air quality. Consequently, to control particulate matter pollution and to make effective plans for counter measurement, it is important to measure the efficiency and efficacy of policies applied by the Ministry of Environment. The primary purpose of this research is to construct a simulation model for the identification of a change point in particulate matter ( P M 2.5 and P M 10 ) concentration, and if it occurs in different areas of the world. The methodology is based on the Bayesian approach for the analysis of different data structures and a likelihood ratio test is used to a detect change point at unknown time ( k ). Real time data of particulate matter concentrations at different locations has been used for numerical verification. The model parameters before change point ( θ ) and parameters after change point ( λ ) have been critically analyzed so that the proficiency and success of environmental policies for particulate matter ( P M 2.5 and P M 10 ) concentrations can be evaluated. The main reason for using different areas is their considerably different features, i.e., environment, population densities, and transportation vehicle densities. Consequently, this study also provides insights about how well this suggested model could perform in different areas.

Suggested Citation

  • Muhammad Rizwan Khan & Biswajit Sarkar, 2019. "Change Point Detection for Airborne Particulate Matter ( PM 2.5 , PM 10 ) by Using the Bayesian Approach," Mathematics, MDPI, vol. 7(5), pages 1-42, May.
  • Handle: RePEc:gam:jmathe:v:7:y:2019:i:5:p:474-:d:234221
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/7/5/474/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/7/5/474/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Ruggieri, Eric & Antonellis, Marcus, 2016. "An exact approach to Bayesian sequential change point detection," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 71-86.
    2. Bucchia, Béatrice & Wendler, Martin, 2017. "Change-point detection and bootstrap for Hilbert space valued random fields," Journal of Multivariate Analysis, Elsevier, vol. 155(C), pages 344-368.
    3. Zhou, Mi & Wang, Huixia Judy & Tang, Yanlin, 2015. "Sequential change point detection in linear quantile regression models," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 98-103.
    4. Kucharczyk, Daniel & Wyłomańska, Agnieszka & Sikora, Grzegorz, 2018. "Variance change point detection for fractional Brownian motion based on the likelihood ratio test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 439-450.
    5. Marie-Eve Héroux & H. Anderson & Richard Atkinson & Bert Brunekreef & Aaron Cohen & Francesco Forastiere & Fintan Hurley & Klea Katsouyanni & Daniel Krewski & Michal Krzyzanowski & Nino Künzli & Inga , 2015. "Quantifying the health impacts of ambient air pollutants: recommendations of a WHO/Europe project," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 60(5), pages 619-627, July.
    6. L. J. Welty & R. D. Peng & S. L. Zeger & F. Dominici, 2009. "Bayesian Distributed Lag Models: Estimating Effects of Particulate Matter Air Pollution on Daily Mortality," Biometrics, The International Biometric Society, vol. 65(1), pages 282-291, March.
    7. Górecki, Tomasz & Horváth, Lajos & Kokoszka, Piotr, 2018. "Change point detection in heteroscedastic time series," Econometrics and Statistics, Elsevier, vol. 7(C), pages 63-88.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Pierre Perron & Yohei Yamamoto, 2022. "Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 389-411, May.
    2. Horváth, Lajos & Li, Hemei & Liu, Zhenya, 2022. "How to identify the different phases of stock market bubbles statistically?," Finance Research Letters, Elsevier, vol. 46(PA).
    3. Lajos Horvath & Lorenzo Trapani, 2021. "Changepoint detection in random coefficient autoregressive models," Papers 2104.13440, arXiv.org.
    4. Čížek, Pavel & Koo, Chao Hui, 2021. "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, vol. 19(C), pages 58-96.
    5. Pierre Perron & Yohei Yamamoto & Jing Zhou, 2020. "Testing jointly for structural changes in the error variance and coefficients of a linear regression model," Quantitative Economics, Econometric Society, vol. 11(3), pages 1019-1057, July.
    6. Gabriela Ciuperca, 2022. "Real-time detection of a change-point in a linear expectile model," Statistical Papers, Springer, vol. 63(4), pages 1323-1367, August.
    7. Burr, Wesley S. & Shin, Hwashin H. & Takahara, Glen, 2019. "Synthetically lagged models," Statistics & Probability Letters, Elsevier, vol. 144(C), pages 37-43.
    8. Michael Messer, 2022. "Bivariate change point detection: Joint detection of changes in expectation and variance," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(2), pages 886-916, June.
    9. James K. Hammitt & Peter Morfeld & Jouni T. Tuomisto & Thomas C. Erren, 2020. "Premature Deaths, Statistical Lives, and Years of Life Lost: Identification, Quantification, and Valuation of Mortality Risks," Risk Analysis, John Wiley & Sons, vol. 40(4), pages 674-695, April.
    10. Cui, X. & Islam, M.R. & Chua, K.J., 2019. "Experimental study and energy saving potential analysis of a hybrid air treatment cooling system in tropical climates," Energy, Elsevier, vol. 172(C), pages 1016-1026.
    11. David Rojas-Rueda & Martine Vrijheid & Oliver Robinson & Aasvang Gunn Marit & Regina Gražulevičienė & Remy Slama & Mark Nieuwenhuijsen, 2019. "Environmental Burden of Childhood Disease in Europe," IJERPH, MDPI, vol. 16(6), pages 1-13, March.
    12. Holger Dette & Kevin Kokot & Stanislav Volgushev, 2020. "Testing relevant hypotheses in functional time series via self‐normalization," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(3), pages 629-660, July.
    13. Song, Chunhe & Jing, Wei & Zeng, Peng & Rosenberg, Catherine, 2017. "An analysis on the energy consumption of circulating pumps of residential swimming pools for peak load management," Applied Energy, Elsevier, vol. 195(C), pages 1-12.
    14. Laurentiu Predescu & Daniel Dunea, 2021. "Performance Evaluation of Particulate Matter and Indoor Microclimate Monitors in University Classrooms under COVID-19 Restrictions," IJERPH, MDPI, vol. 18(14), pages 1-19, July.
    15. Liu, Weiqiang, 2023. "A consistent nonparametric test for the structure change in quantile regression," Economics Letters, Elsevier, vol. 228(C).
    16. Ralf Rittner & Erin Flanagan & Anna Oudin & Ebba Malmqvist, 2020. "Health Impacts from Ambient Particle Exposure in Southern Sweden," IJERPH, MDPI, vol. 17(14), pages 1-12, July.
    17. Giuliano Molinari & Laura Molinari & Elsa Nervo, 2020. "Environmental and Endogenous Acids Can Trigger Allergic-Type Airway Reactions," IJERPH, MDPI, vol. 17(13), pages 1-16, June.
    18. Cho, Haeran & Korkas, Karolos K., 2022. "High-dimensional GARCH process segmentation with an application to Value-at-Risk," Econometrics and Statistics, Elsevier, vol. 23(C), pages 187-203.
    19. Cai, Chunhao & Cheng, Xuwen & Xiao, Weilin & Wu, Xiang, 2019. "Parameter identification for mixed fractional Brownian motions with the drift parameter," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
    20. Apolline Saucy & Martin Röösli & Nino Künzli & Ming-Yi Tsai & Chloé Sieber & Toyib Olaniyan & Roslynn Baatjies & Mohamed Jeebhay & Mark Davey & Benjamin Flückiger & Rajen N. Naidoo & Mohammed Aqiel Da, 2018. "Land Use Regression Modelling of Outdoor NO 2 and PM 2.5 Concentrations in Three Low Income Areas in the Western Cape Province, South Africa," IJERPH, MDPI, vol. 15(7), pages 1-14, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:7:y:2019:i:5:p:474-:d:234221. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.