Frequency-Aware Attention-LSTM for PM$_{2.5}$ Time Series Forecasting

Abstract: To enhance the accuracy and robustness of PM$_{2.5}$ concentration forecasting, this paper introduces FALNet, a Frequency-Aware LSTM Network that integrates frequency-domain decomposition, temporal modeling, and attention-based refinement. The model first applies STL and FFT to extract trend, seasonal, and denoised residual components, effectively filtering out high-frequency noise. The filtered residuals are then fed into a stacked LSTM to capture long-term dependencies, followed by a multi-head attention mechanism that dynamically focuses on key time steps. Experiments conducted on real-world urban air quality datasets demonstrate that FALNet consistently outperforms conventional models across standard metrics such as MAE, RMSE, and $R^2$. The model shows strong adaptability in capturing sharp fluctuations during pollution peaks and non-stationary conditions. These results validate the effectiveness and generalizability of FALNet for real-time air pollution prediction, environmental risk assessment, and decision-making support.