I. Introduction
Air pollution is increasingly serious with industrial development. In particular the PM (Particulate Matter) has been shown that it has a great correlation with human health [10] that concluded short exposures to PM10 and PM2.5 are associated with increases in mortality. Therefore, to effectively monitor and forecast PM2.5 concentration is an important issue. Many countries have deployed a large number of sensors to monitor daily air quality [11]. In Taiwan, the Environmental Protection Administration (EPA) has deployed over 70 air quality sensors to monitor daily air quality and to offer the information to people. How to accurately forecast the air pollution is increasingly becoming an important issue.