We investigate the dynamics of particulate matter, nitrogen oxides, and ozone concentrations in Hong Kong. Using fluctuation functions as a measure for their variability, we develop several simple data models and test their predictive power. We discuss two relevant dynamical properties, namely, the scaling of fluctuations, which is associated with long memory, and the deviations from the Gaussian distribution. While the scaling of fluctuations can be shown to be an artifact of a relatively regular seasonal cycle, the process does not follow a normal distribution even when corrected for correlations and non-stationarity due to random (Poissonian) spikes. We compare predictability and other fitted model parameters between stations and pollutants.
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