Air pollution is the biggest environmental risk to global health and it is estimated that, globally, 7 million deaths can be attributed to air pollution each year \citep{WHO2018}. The World Bank estimates that, in 2016, the overall cost of ambient air pollution to the global economy was an estimated US \5.7 trillion or 4.4 per cent of global GDP \citep{worldbank}.
A number of different air pollutants have been associated with adverse health effects, including fine particulate matter (PM_{2.5}),nitrogendioxideandozone.Instudiesoftheeffectsofairpollution,exposureinformationisoftenobtainedfromafixednumberofmonitoringsiteswithintheregionofinterest.However,anincreasingnumberofmodelsofairpollutionarebeingusedthatprovideestimatesofconcentrations.Theseareusedtorepresentexposuresateverylocationinahealthstudyarea,ratherthanjustatanumberoffixedmeasurementlocations.Anotheruseofmodellingofairpollutionistoprovideshort−termforecaststhatcanbeusedtoinformthebehaviourofvulnerablepeople.Inthisthesis,wedevelopstatisticalapproachestomodelling,andforecasting,dailyconcentrationsof\mbox{PM}_{2.5}inurbanareas.Weconsidertwodifferentapproaches,bothintermsofmodelformulationandperforminginference.ThefirstapproachisDynamicSpace−TimeModels(DSTM).Underthisframework,adatamodelrelatesobservations(measurements)toaprocessmodelthatspecifiesthedynamicevolutionofthe"true"underlyingprocess.Thisapproachisimplementedusingtwodifferentmethodsforestimation:methodsofmomentsandexpectation−maximisation.WealsodevelopanapproachusingBayesianHierarchicalSpatio−Temporalmodelling(BHSTM).TheinferenceisdoneusingcomputationalefficientmethodsforBayesianinference(integratednestedLaplaceapproximations).ThismodelallowspredictionsofdailyPM_{2.5}overbothspaceandtime,whichcanbeusedtointerpolatebothpastmeasurementsandfuturepredictions.BothapproacheswereimplementedusingdatafromGreaterLondon,withtheirperformanceevaluatedintermsoftheirabilitytopredictdailyconcentrationsofPM_{2.5}overtimeatdifferentmeasuringsites.BothmethodswereabletoaccuratelypredictfuturevaluesofdailyPM_{2.5}$ at different locations, with one-day ahead predictions being more accurate than those used for longer periods, as might be expected. One of the major advantages of the BHSTM approach is that it provides a straightforward method for producing estimates of the uncertainty that is associated with predictions