How to predict Ozone concentration in few years time? my friend is a chemist and his problem is to predict the level of ozone concentration in a single site. We have the data for the last 12 years.
We want to predict the concentration for the coming years (as much as possible).
I know this data set is small, so my question is is this possible? And how much of data is required if not?
What is the tool/method to use?
Here is a plot of my data:

any suggestions/ help?
 A: Try the forecasting package for r. Specifically, the auto.arima() and ets() functions will model the seasonality and trend in the ozone data and allow you to make monthly predictions for future.
A: Since all you have is the data for the series you are trying to predict , the approach should be to construct a Robust Arima Model. A Robust Arima Model can reflect not only auto-projective structure (arima component) but changes in Levels and or Trends over time. The parameters of this model should be proven to not have changed over time and this is also true for the variance of the errors. There may be a change in any required "seasonal Dummies" to reflect a deterministic component as compared to a memory component. If you load your data up on the web and share it with the list , perhaps you can get understanding of the analytics and the analytical tools required. Similar work as been done in forecasting a highly seasonal monthly series entitled "air line passengers". You might google "Airline Passenger series BOX-JENKINS" to get some clues as to how a similar series was handled and severely mishandled by NOT CORRECTLY identifying omitted deterministic structure. 
