Rolling-Origin Validation Reverses Model Rankings in Multi-Step PM10 Forecasting: XGBoost, SARIMA, and Persistence

Accurate short-term air-quality forecasting is essential for public health protection and urban management, yet many recent forecasting frameworks rely on complex, data-intensive, and computationally demanding models. This study investigates whether lightweight and interpretable forecasting approaches can provide competitive performance for hourly PM2.5 prediction in Beijing, China. Using multi-year pollutant and meteorological time-series data, we developed a leakage-aware forecasting workflow that combined chronological data partitioning, preprocessing, feature selection, and exogenous-driver modeling under the Perfect Prognosis setting. Three forecasting families were evaluated: SARIMAX, Facebook Prophet, and NeuralProphet. To assess practical deployment behavior, the models were tested under two adaptive regimes: weekly walk-forward refitting and frozen forecasting with online residual correction. Results showed clear differences in both predictive accuracy and computational efficiency. Under walk-forward refitting, Facebook Prophet achieved the strongest completed performance, with an MAE of $37.61$ and an RMSE of $50.10$, while also requiring substantially less execution time than NeuralProphet. In the frozen-model regime, online residual correction improved Facebook Prophet and SARIMAX, with corrected SARIMAX yielding the lowest overall error (MAE $32.50$; RMSE $46.85$). NeuralProphet remained less accurate and less stable across both regimes, and residual correction did not improve its forecasts. Notably, corrected Facebook Prophet reached nearly the same error as its walk-forward counterpart while reducing runtime from $15$ min $21.91$ sec to $46.60$ sec. These findings show that lightweight additive forecasting strategies can remain highly competitive for urban air-quality prediction, offering a practical balance between accuracy, interpretability, ...

Accurate air quality index (AQI) forecasting is essential for the protecting public health in rapidly growing urban regions, and the practical model evaluation and selection are often challenged by the lack of rigorous, region-specific benchmarking on standardized datasets. Physics-guided machine learning and deep learning models could be a good and effective solution to resolve such issues with more accurate and efficient AQI forecasting. This research study presents an explainable and comprehensive benchmark that enables a guideline and proposed physics-guided best model by benchmarking classical time-series, machine-learning, and deep-learning approaches for multi-horizon AQI forecasting in North Texas (Dallas County). Using publicly available U.S. Environmental Protection Agency (EPA) daily observations of air quality data from 2022 to 2024, we curate city-level time series for PM2.5 and O3 by aggregating station measurements and constructing lag-wise forecasting datasets for LAG in {1,7,14,30} days. For benchmarking the best model, linear regression (LR), SARIMAX, multilayer perceptrons (MLP), and LSTM networks are evaluated with the proposed physics-guided variants (MLP+Physics and LSTM+Physics) that incorporate the EPA breakpoint-based AQI formulation as a consistency constraint through a weighted loss. Experiments using chronological train-test splits and error metrics MAE, RMSE showed that deep-learning models outperform simpler baselines, while physics guidance improves stability and yields physically consistent pollutant with AQI relationships, with the largest benefits observed for short-horizon prediction and for PM2.5 and O3. Overall, the results provide a practical reference for selecting AQI forecasting models in North Texas and clarify when lightweight physics constraints meaningfully improve predictive performance across pollutants and forecast horizons.

Comparative studies of predictive models often end by ranking candidate models, yet these rankings depend on evaluation protocols whose influence is rarely treated as a source of uncertainty. We formalize this problem as protocol-induced ranking uncertainty and introduce a framework that compares ranking displacement caused by switching protocols with displacement produced by conventional choices within a fixed protocol. We quantify these effects using the Protocol Sensitivity Score (PSS) and a full-refit intraprotocol reference. We validate the framework in a large-scale sequential prediction study of daily PM10. Static-split and rolling-origin evaluation are compared across 425 European background stations and 365 US EPA monitors. Switching protocols produces mean PSS values of 0.801 and 0.772 and changes the selected model at 35.3% and 31.5% of stations, respectively. In Europe, intraprotocol perturbations with identical scored targets produce PSS values of 0.072 and 0.230, with winner-swap rates of 0.8% and 4.9%. Between-protocol displacement is therefore substantially larger than the selected within-protocol references. Expanding the candidate set from three to nine models increases the between-protocol winner-swap rate to 60.2% in Europe. The pattern also persists under a frozen protocol applied to held-out background and non-background stations. These results show that model-selection conclusions can depend materially on legitimate evaluation choices. We recommend reporting ranking stability under a small set of defensible intraprotocol perturbations alongside claims of model superiority.