Atmospheric aerosols over two sites in a Southeastern region of Texas.
Chiou, Paul ; Tang, Wei ; Lin, Che-Jen 等
INTRODUCTION
It is well known that high concentrations of particulate matter (PM) are a main source of air pollution, and the air pollution Iis an
important issue in the United States (Vedal, 1997; Rudell et al., 1999).
Particles in the air can originate from a variety of natural or
anthropogenic sources. It has been well documented that high PM
concentrations can lead to serious health effects such as morbidity and
mortality (Dockery et al., 1993; Schwartz et al., 1993; Lipfert and
Wyzga, 1995), particularly, the PM that is in the fine mode with
aerodynamic diameter less than 2.5 [micro]m (Gilliland et al., 2001;
Peters et al., 2001; Pope et al., 2002).
Houston, TX (29[degrees]46'N, 95[degrees]23'W) located on
the bank of the Buffalo Bayou, 80 km northwest of the Gulf of Mexico, is
the largest city in the state of Texas and the fourth-largest in the
United States. The energy industry in Houston is recognized worldwide,
particularly, for oil and biomedical research. Aeronautics and the ship
channel are also large parts of its economic base. The area is the
world's leading centre for building oilfield equipment. Much of
Houston's success as a petrochemical complex is due to its busy
man-made ship channel, the Port of Houston. The port ranks first in the
United States in international commerce, and is the 10thlargest port in
the world. The high oil and gasoline prices are generally seen as
beneficial to the economy of Houston; however, the oil industries are a
major cause of the city's air pollution. Beaumont, TX
(30[degrees]O5'N, 94[degrees]06'W) located on the west bank of
the Neches River, 130 km east of Houston and 45 km north of the Gulf of
Mexico, is a medium size urban area in Southeast Texas. With two smaller
neighbouring cities, Port Arthur and Orange, it constitutes the
so-called Golden Triangle in Texas, a major industrial area on the Texas
Gulf Coast. Shipbuilding, livestock raising, and rice farming spread in
the surrounding area. Several major chemical, petrochemical, and paper
plants, refineries, rice mills, and waste management sites are located
in the area of Golden Triangle. The Bayland Park monitoring site in
Houston and Orange monitoring site in Golden Triangle operated by US EPA and maintained by TCEQ (Texas Commission on Environmental Quality) are
both located in the southeastern Texas (Figure 1).
In an effort to better characterize the ambient air quality in
Southeastern Texas, it is important to identify the possible sources of
P[M.sub.2.5] in the region. To understand the source/receptor
relationship, multivariate receptor models have been applied to the
observed speciated PM over the years. The multivariate approach is based
on the fundamental principle that mass conservation can be assumed, and
a mass balance analysis can be used to identify and apportion sources of
airborne particulate matter in the atmosphere (Hopke, 1985, 1991). Under
this principle, the time dependence of a chemical species at the same
receptor site will remain the same for species from the same source.
Concentrations of chemical species are measured in a large number of
samples gathered at a single receptor (monitoring) site over the time.
Species of similar variability are grouped in a minimum of factors that
explain the variability of the data. It is assumed that each factor is
associated with a source or source type. Among the multivariate receptor
models, positive matrix factorization (PMF) is a relatively new
technique developed by Paatero (1997) and Paatero and Tapper (1993,
1994). It has been successfully applied to several source attribution
studies (e.g. Juntto and Paatero,1994; Anttila et al., 1995; Polissar et
al., 1996, 1999, 1998, 2001; Lee et al., 1999; Paterson et al., 1999;
Xie et al., 1999; Chueinta et al., 2000; Kim et al., 2003, 2004).
The objectives of this study are to (1) identify the sources of
particulate pollutants at the two sites, (2) estimate the source
contributions as well as source composition of each possible source
(e.g. Ramadan et al., 2000, 2003; Song et al., 2001; Zheng et al., 2002;
Hansen et al., 2003; Liu et al., 2005; Chiou et al., in press), and (3)
investigate the regional-local source contrast using estimated source
contributions of each common factor for the two sites. Such comparison
between the two sites in this southeastern region of Texas has not been
reported in earlier literature.
SAMPLING AND CHEMICAL COMPOSITION MEASUREMENTS
The P[M.sub.2.5] composition sample data analyzed in this study was
downloaded from the EPA website at http://www.epa.
gov/ttn/airs/airsags/, and processed to conform to the PMF data format.
The original 24-h integrated samples were collected at the Bayland Park
monitoring site (29[degrees]41'45" N,
95[degrees]29'57" W) and Orange site
(30[degrees]11'39" N, 93[degrees]52'01" W) using a
fine particle sequential sampler (Rupprecht/Patashnick Model 2025). The
Bayland Park, 3 km east of Highway 59 and 4 km west of I610, is located
15 km southwest of Houston downtown, and the Orange site, 6 km north of
I-10, is located 30 km northeast of Beaumont.
Integrated 24-h P[M.sub.2.5] particle samples were collected on
Teflon filters. Most of PM samples were collected every third day and
some were collected daily during the time period between July 2003 and
August 2005. A total of 256 and 293 samples were separately obtained at
the Bayland Park and Orange sites. Both mass concentration and elemental
chemical speciation were determined using an energy dispersive X-ray
fluorescence (XRF). An ion chromatography (IC) was used to analyze
sulphate (S[O.sup.2.sub.4-]), ammonium (N[H.sup.+.sub.4]), and nitrate
(N[O.sup-.sub.3]) concentrations. The thermal optical transmission
technique was used to measure both organic carbon (OC) and elemental
carbon (EC). A total of 52 chemical elements was analyzed, including:
Ag, Al, As, An, Ba, Br, Ca, Cd, Ce, CI, Co, Cr, Cs, Cu, Eu, Fe, Ga, Hf,
Hg, In, Ir, K, La, Mg, Mn, Mo, Na, Nb, Ni, P, Pb, Rb, S, Sb, Se, Si, Sm,
Sn, Sr, Ta, Tb, Ti, V, Y, Zn, Zr, W, OC, EC, S[O.sup.2-.sub.4] ,
N[H.sup.+.sub.4] , N[O.sup-.sub.3].
In the data, the concentration of XRF S and S[O.sup.2.sub.4] were
highly correlated (slope = 2.77, [r.sup.2] = 0.96 for the Bayland Park
data; slope = 2.72, [r.sup.2] = 0.94 for the Orange data), thus it is
reasonable to exclude XRF S from the analysis (Kim et al., 2004). On the
other hand, there are 22 chemical species from Bayland Park and Orange,
respectively, with a lower signal-to-noise ratio because of too many
below-detection-limit measurements. As a result, these species were
excluded in the PMF analysis as well. Among the species excluded, 19 are
common species to the two sites. The analysis of the compositional data,
however, still revealed a mass closure violation after excluding these
species. The comparison of measured PM mass to the sum of PM
compositional data indicates that 12.5 % of the measured PM mass
concentrations for the Bayland Park and 7.5 % for the Orange site,
respectively, were less than the sum of species concentrations. In the
data matrices, there were missing and below-detection-limit values. The
analytical uncertainty estimates associated with each measured
concentration and the detection limits for instruments were also
reported. Tables 1 and 2 summarize the P[M.sub.2.5] speciation data used
in this study.
METHODOLOGY
In this study, PMF was used with the data collected at the Bayland
Park and Orange site as discussed previously. PMF is an approach of
factor analysis, and it is described in detail by Paatero (1997). Only a
brief description of this approach is provided here.
[FIGURE 1 OMITTED]
PMF and Data Handling
PMF uses the method of weighted least-squares to solve a general
receptor modelling problem. The general model assumes there are p
sources, source types or source regions (termed factors) impacting a
receptor and the observed concentrations of various species at the
receptor are linear combinations of the impacts from the p factors. The
factor analysis model (PMF) can be written as:
X=GF+E (1)
where X is a known n x m concentration matrix of the m measured
chemical species in n samples, G is an n x p matrix of source (or
factor) contributions to the samples (time variations), F is a p x m
matrix of source compositions (source or factor profiles), and E is an n
x m residual matrix. It is assumed that only the concentration matrix X
is known, and both G and F are unknown matrix to be determined.
Furthermore, all of the elements of G and F are non-negative which means
the samples cannot have any negative source contribution, and sources
cannot have any negative species concentration. E represents the portion
of the data variance unexplained by the p-factor model, and it is the
difference between the measurement of X and the model Y=GF. The
concentration x1j in Equation (1) can then be written as:
[MATHEMATICAL EXPRESSIONS NOT REPRODUCIBLE ASCII.]
where [x.sub.ij] is the jth species concentration measured in the
ith sample, [g.sub.ik] is the particulate mass concentration from the
kth source (or factor) contributing to the ith sample, [f.sub.kj] is the
jth species mass fraction from the kth source (or factor), [e.sub.e.j]
is the residual associated with the jth species concentration measured
in the ith sample, and p is the total number of sources (or factors).
The objective of PMF is to estimate the mass contributions
[g.sub.ik] and the mass fractions (profiles) fkj in Equation (2) by the
weighted least-squares. The task of PMF is thus to minimize the sum of
the squares of the residuals weighted inversely with error estimates
(estimated uncertainties) of the data points. In other words, the data
analysis by PMF can be described as to minimize the objective function
Q:
[MATHEMATICAL EXPRESSIONS NOT REPRODUCIBLE ASCII.]
under constraints [g.sub.i.k] > 0, [f.sub.k.j] > 0, and with
[s.sub.i.j] as the error estimate (estimated uncertainty) for
[x.sub.i.j]. The estimates of source contributions and source profiles
are obtained by a unique algorithm in which both matrices G and F are
adjusted in each iteration step. The process continues until convergence
occurs (Paatero, 1997; Polissar et al., 1998).
The application of PMF requires the estimated uncertainty
[s.sub.i.j] for each data value [x.sub.i.j] to be carefully selected so
that it reflects the quality and reliability of each data point. This
important feature of PMF enables us to properly handle any below
detection limit and missing data values. The uncertainty estimate
provides a useful tool to decrease the weight of any below detection
limit and missing data values when searching for the minimum of Q in
Equation (3). In this study, the procedure of Polissar et al. (1998) was
adopted as follows: (i) the concentration value [x.sub.i.j] was the
actually measured concentration, and the sum of the analytical
uncertainty and one third of the detection limit value was used as the
estimated uncertainty [s.sub.i.j] if [x.sub.i.j] was a determined value;
(ii) the concentration value [x.sub.i.j] was replaced by half of the
detection limit value, and 5 sixths of the detection limit value was
used as the estimated uncertainty [s.sub.i.j] if [x.sub.i.j] was below
detection limit; (iii) the concentration value [x.sub.i.j] was set equal
to the geometric mean of all the measured values of [x.sub.i.j] for
element j, and its corresponding uncertainty szj was set equal to four
times of this geometric mean value if [x.sub.i.j] was a missing data
value. Half of the average detection limits were used for below
detection limits values in the calculation of the geometric means.
Furthermore, the estimated uncertainties of OC and [S0.sup.2.sub.4] were
increased by a factor of three because of its magnitude compared to the
lower concentration species.
Robust Mode
It is well known that extreme data values as well as true outliers
can distort the least-squares estimation profoundly. A delicate handling
of these data values is important, and PMF offers a robust mode to
properly weigh these data points in the process of searching for the
minimum of Q. The robust factorization based on the Huber influence
function (Huber, 1981) is a technique of iterative reweighing of the
individual data values. The least squares approach with the robust
factor analysis leads now to n limit v.
[MATHEMATICAL EXPRESSIONS NOT REPRODUCIBLE ASCII.]
where
[MATHEMATICAL EXPRESSIONS NOT REPRODUCIBLE ASCII.]
and [aLpha] is the outlier threshold distance. The value of
[alpha]=4.0 was chosen in this study
Mass Apportionment
The results of the PMF analysis reproduce the data and ensure that
the source profiles and mass contributions are non-negative. However, it
has not yet taken into account the measured mass. In addition, the
results are uncertain relative to a multiplicative scaling factor.
Assuming that all of the sources contributing mass to the
particulate matter samples have been identified, the sun of the mass
contributions s hould have been identified, should be equal to the
measured PM mass.With the measured PM mass in each samples as the
response, a multiple linear regression can be performed to regress the
mass concentration against the estimated factor (source contribution
values) obtained from PMF that is:
[MATHEMATICAL EXPRESSIONS NOT REPRODUCIBLE ASCII.]
This regression provides several useful indicators of the quality
of the solution. Obviously each of the regression coefficients must be
non-negative. If there is any negative coefficient, it suggests that too
many factors have been used. The regression coefficients are used to
scale the factor profiles into those with physically meaningful units.
Once the profiles are scaled and summed, it can be determined if the sum
of a source profile exceeds 100 %. In this case, it suggests that too
few factors may have been chosen (Hopke et al., 1980).
Because of the mass closure violation noted previously, the
measured particle mass concentration was included as an independent
variable in the PMF modelling to directly obtain the mass apportionment
instead of using a regression analysis (Kim et al., 2003, 2004). The
estimated uncertainties of the P[M.sub.2.5] mass concentrations were set
at four times of their values to reduce their weight in the model fit so
that the magnitude of PM mass will not skew the analysis. When the
measured particle mass concentration is included as an independent
variable, the PMF apportions a mass concentration for each source based
on its temporal variation without using a multiple linear regression.
The results of PMF modelling are then normalized by the apportioned
particle mass concentrations so that the quantitative source
contributions are obtained. Specifically:
[MATHEMATICAL EXPRESSIONS NOT REPRODUCIBLE ASCII.]
where [c.sub.k] denotes directly apportioned mass concentration by
PMF for the kth factor.
Discrete Fourier Transform
Frequency separation in a pollutant time series is extremely
important as the dynamic processes operate on different frequencies
(Pasquill, 1974; Eskridge et al., 1997; Rao et al., 1997; Hies et al.,
2000). The discrete Fourier transform was employed to investigate the
time-frequency relationship of the source contributions estimated by
PMF. The discrete Fourier transform of a time series x (t), X (k), is
defined as:
[MATHEMATICAL EXPRESSIONS NOT REPRODUCIBLE ASCII.]
where n is the number of samples, x (t) is a time series, i = I is
the imaginary unit, and vk = k/n. The periodogram at frequency [v.sub.k]
equals the squared magnitude of X(k) in Equation (7), and it is an
estimate for the spectral density function of a finite time series. The
spectral density function of a time series indicates the strength of the
signal in frequency domain.
As discussed in the previous studies of air pollutant
concentrations (Hies et al., 2000; Liu et al., 2005), the logarithmic transformation was commonly used to stabilize the variance of
meteorological data. The average was subtracted from all values to
obtain a zero mean for the series. Discrete Fourier transform using a
fast Fourier transform algorithm of the log-transformed source
contributions was calculated to construct the periodogram which
estimates the spectral density function of the source contributions. The
spectral density function can detect periodic components in noisy time
series such as the source contributions by splitting up the variance to
the underlying periodicities (Rotach, 1995; Sun and Wang, 1996; Schlink
et al., 1997). Thus, the periodogram was employed to investigate the
frequency variations of source contributions in each of the identified
factors. The regional factors show predominantly low frequency
variations due to the lack of local impacts, however, the area-related
and local factors show both high and low frequency variations.
RESULTS AND DISCUSSION
Determination of the Number of Sources An essential step in PMF
analysis is to determine the number of factors and source apportionment.
For determination of the number of factors, the basic consideration is
to obtain a good fit of the model to the original data, and the model
can well explain the physical meaning of the data. If there is goodness
of fit, the theoretical Q value in Equation (4) should be approximately
equal to the number of degrees of freedom or approximately equal to the
number of entries in the data array provided that correct values of
[s.sub.i.j] have been used (Yakovleva et al., 1999). However, there is
actually no totally reliable information for selecting correct values of
[s.sub.i.j] in practice, and the potential outlier presence complicates
the situation to search for goodness of fit. As a result, determining
the number of factors from the Q value bears uncertainty. The other two
indicators for a correct determination of the number of factors are the
regression coefficients bk in Equation (5) if available and the
distribution of scaled residuals ([e.sub.i.j],/s.sub.i.j]). In a
well-fit model, the residuals [e.sub.i.j] and the error estimates
[s.sub.i.j] should not be too much different in size, and the ratio
([e.sub.i.j],/[s.sub.i.j.]) should fluctuate between [+ or -]3. Jumto
and Paatero (1994) recommended values of [+ or-]2 for the ratio.
Sources and Source Profiles
Based on the criterion of obtaining the most physically meaningful
solution with the calculated Q value (Q = 8486 and 9915 for the Bayland
Park and Orange site, respectively) close to the theoretical Q value (Q
= 7680 and 8790 for the Bayland Park and Orange sites, respectively),
the PMF identified ten common source types by trial and error with
different numbers of factors. We termed these factors as sulphate-rich
secondary aerosol I, sulphate-rich secondary aerosol II,
cement/carbon-rich, wood smoke, motor vehicle/road dust, nitrate-rich
secondary aerosol, metal processing, soil, sea salt, chloride-depleted
marine aerosol. The contributions of these factors towards the PM mass
from [c.sub.k] in Equation (6) at the two sites are summarized in Table
3. To study the spatial variations contributed by different factors
between the two sites, the square of correlation coefficient ([r.sub.2])
was calculated from the estimated source contributions with respect to
the com mon factor for the two sites. Table 4 presents the summary of
the squared correlation coefficients for the factors. The other detailed
results are displayed in Figures 2 to 15.
Both Figures 2 and 3 show a relationship between the reconstructed
P[M.sub.2.5] mass contributions from all sources and the measured
P[M.sub.2.5] mass concentrations. It is clear that the resolved sources
effectively reproduce the measured values and account for most of the
variation in the P[M.sub.2.5] mass concentrations (slope = 0.87 and
[r.sup.2] = 0.90 for the Bayland Park site; slope = 0.75 and [r.sup.2] =
0.81 for the Orange site). The predicted mass concentrations slightly
underestimate for the higher measured mass concentrations possibly due
to a mass closure violation. As indicated, 12.5% of measured PM mass
concentrations for the Bayland Park and 7.5% for the Orange sites,
respectively, were less than the sum of species concentrations. Figures
4 to 11, Figures 14 and 15 present the time series plots of estimated
source contributions to P[M.sub.2.5] mass concentrations for each
source, the identified source profile at the two sites, and the
periodogram plot for each source at the Orange site. The seasonal
variations in the time series plots may be explained by variation in
source strength, atmospheric transport, and possible chemical reactions in the atmosphere, or a combination of the three. Figures 12 and 13 show
the source contributions with wind direction in polar coordinates for
soil, sea salt, and chloride-depleted marine factor at the two sites,
respectively.
[FIGURE 2 OMITTED]
[FIGURE 3 OMITTED]
Among the ten factors identified, the first and second common
factors are two sulphate-rich secondary aerosols. Secondary sulphate
aerosols are formed mainly due to the presence of sulphur dioxide in the
atmosphere. Figures 4 and 5 show the contribution and factor profile
resolved by PMF for the two factors, respectively. Both sources have a
high concentration of carbon, [S[O.sup.2.sub.4] , and N[H.sup.+.sub.4].
OC and EC were associated with these factors. The OC association was
consistent with several previous studies (Ramadan et al., 2000; Kim et
al., 2004). The mixed EC concentration probably reflects that the
resolved factor by PMF may not merely represent one source. The amount
of ammonium found in these sources accounts for about 93% and 94% of the
total ammonium concentration at the Bayland Park and Orange sites,
respectively. It indicates a strong association between ammonium and
sulphate. Molar ratios of ammonium to sulphate for the two factors were
1.8 and 2.4 at the Bayland Park site, and that for the two factors were
1.7 and 1.9 at the Orange site. Because of the possible evaporation of
ammonium during sample analysis and/or the uncertainty of the PMF
estimate, sulphate is likely present mainly as ammonium sulphate with
molar ratios not equal to 2.0 at the two receptor sites. Sulphate-rich
secondary aerosol I has the highest source contribution to P[M.sub.2.5]
mass concentration with 40% and 36.5%, and sulphate-rich secondary
aerosol II has the second highest with 19.5% and 17.4% at the two sites,
respectively. Carbon and trace elements usually become associated with
the secondary sulphate aerosol in the atmosphere (Kim et al., 2004).
However, sulphate rich secondary aerosol II has higher loadings of trace
metals at the sites. The middle panel in Figures 4 and 5 indicate that
the major difference between the two types of sulphate-rich aerosol is
in silicon and some elements such as Ba, P, and Fe or Na. The top panel
in Figures 4 and 5 clearly indicate that these two types showed up at
two different time frames. The sulphate I factor was mostly
"on" at both sites until about November 1, 2004 and then
turned "off", while sulphate II was "off" until
about November 1, 2004 and then coincidentally turned "on" at
both sites. A possible explanation is that the XRF analysis of PM2.5
speciation filters at sites in Texas was conducted by the Research
Triangle Institute. After October 31, 2004, the XRF analysis of filters
from all except three of Texas PM2.5 speciation sites was switched to
the Desert Research Institute Laboratory. The two sites used in this PMF
analysis are among those switched to. The sulphate-rich secondary
aerosol I sources show slightly higher concentrations in late summer and
early fall when the photochemical activity is high in the region
(Polissar et al., 2001; Song et al., 2001). The two sulphate-rich
secondary aerosol sources account for almost 59% and 54% of the PM2.5
mass concentration at the two sites, respectively. This is quite similar
to the study of three northeastern US cities which identified its
contributions of 47%, 55%, and 51 % to the PM2.5 mass concentration
(Song et al., 2001). The bottom panel in Figures 4 and 5 show the
periodogram for the two factors, respectively, at the Orange site. There
is a large peak at high frequency for annual cycle and almost no
significant peak at high frequency. It indicates the seasonal dependence
of sulphate formation with limited local impact on these factors at the
Orange site. The top panel in Figures 4 and 5 show highly similar
seasonal variations at the two sites. This highly similar seasonal
variations at the two sites and a significant squared correlation
coefficient of [r.sub.2] = 0.56 and 0.67 for the two factors,
respectively, between the two sites imply that these factors are
regional factors, and due to the laboratory change about November 1,
2004, it is likely that the two sulphate-rich secondary aerosols were
separately identified by PMF when in fact there is only one sulphate
source.
[FIGURE 4 OMITTED]
[FIGURE 5 OMITTED]
The third common factor is related to a cement/carbon-rich source
characterized by Ca, OC, and EC (US EPA, 2002; Kim et al., 2004). The
middle panel in Figure 6 shows the factor profiles at the two sites. Fe
and a small amount of K and Zn were associated with this factor at the
Bayland Park site. A small amount of S[0.sup.2-.sub.4], N[H.sub.+.sub.4]
, Fe, and Si were associated with this factor at the Orange site. It
contributes 13.7% and 11.7% to the P[M.sub.2.5] mass concentration at
the Bayland Park and Orange sites, respectively, and likely includes
contributions from the construction sites and an unknown carbon-rich
source possibly from chemical plants in the Houston and Golden Triangle
areas, respectively. The high carbon concentration of this source
indicates that the cement and a carbon-rich source are co-located and
daily emission patterns are similar (Kim et al., 2004). The bottom panel
in Figure 6 shows the periodogram for this factor at the Orange site.
The peaks at low frequency corresponded to the annual and semiannual
cycle, and the peaks at high frequency were related to a monthly and
weekly cycle. The high weekly peak suggested this factor was dominated
by weekday-weekend local activity such as reduced activity at the
building/highway construction sites over weekends. The top panel in
Figure 6 shows no similar temporal variability between the two sites.
The factor contribution peak did not match between the two sites with
[r.sup.2] = 0. This indicates that the two sites may be influenced by
some distinct local sources under certain meteorological conditions.
[FIGURE 6 OMITTED]
The fourth common factor was identified as wood smoke source which
is characterized by K, OC, and EC (Watson et al., 2001; Kim et al.,
2004; Liu et al., 2005). It contributes 3.2% and 11.1% to the
P[M.sub.2.5] mass concentration at the two sites, respectively. The
middle panel in Figure 7 shows the factor profiles at the two sites.
Sulphate and a small amount of nitrate were associated with this factor
at the Bayland Park site. The wood smoke probably comes from residential
wood burning, local agricultural biomass burning, and occasional forest
fires. For the two sites, this factor has a slightly higher trend in
winter season possibly related to residential wood burning for heating.
The short-term peaks in spring and summer were probably due to forest
fires, and/or biomass burning from Central America. However, the squared
correlation coefficient of this factor between the two sites was
[r.sup.2] = 0.03 which is considered substantially low. The top panel in
Figure 7 shows little similar temporal variability between the two
sites. It indicates that the two sites are influenced by different types
of local sources. The periodogram for this factor at the Orange site is
shown at the bottom panel of Figure 7. The large peaks at low frequency
reflected different annually and semiannual wood burning activity. The
local characteristic of this factor in the area was represented by a
large peak at high frequency such as monthly or weekly.
The fifth common factor was not as readily interpreted as the other
factors; however, it was identified as motor vehicle/road dust source
characterized by higher concentration of Si and OC along with Ca, Fe,
and K (Chueinta et al., 2000). The middle panel in Figure 8 shows the
quite similar factor profiles at the two sites. A small amount of Ti,
ammonium, and nitrate were mixed in this factor during the formation and
transport. A small amount of EC was also associated with this factor at
the Orange site. This source might be accounted for the mixing of
sources such as vehicles on highway, road dust, summer soil, and
emission from vegetation or wood smoke. The busy highway I-610 and SH 59
intersect in the proximity of Bayland Park, and the monitoring site is
located about 3 km east of SH 59 and 4 km west of I-610. The Orange site
is located about 6 km north of I-10 and 0.5 km west of SH 62. It has
short-term peaks in June and July, and shows a summer-high seasonal
trend possibly due to the higher concentration of soil dust during the
period. This source accounts for 6.8 % of the PM2.s mass concentration
at the two sites, respectively. The bottom panel in Figure 8 shows the
periodogram for this factor at the Orange site. The large peak at low
frequency for the annual cycle indicated the seasonal dependence of
formation of this source possibly from the transported dust. The peaks
at high frequency suggest that the urban area traffic has significant
impact on this factor at the Orange site. The top panel in Figure 8
shows significantly similar seasonal variations at the two sites due to
the summer dust and the monitoring sites being in the area of
Southeastern Texas. The apparently similar temporal variability and a
squared correlation coefficient of [r.sup.2] = 0.55 between the two
sites imply that this source is highly influenced by the summer soil
dust and area traffic sources.
[FIGURE 7 OMITTED]
[FIGURE 8 OMITTED]
The sixth common factor resolved at the two sites mainly consists
of ammonium and nitrate. The nitrate-rich secondary aerosol is
identified by its high concentration of N[O.sup.-.sub.3] and
N[H.sup.+.sub.4]. Figure 9 shows the factor contribution and profile
results for this source. OC and EC were associated with this factor at
the Bayland Park site. EC and a small amount of trace metals such as Ca,
K, and Na were also associated with this factor at the Orange site. This
source includes N[H.sup.+.sub.4] that becomes associated with the
secondary nitrate aerosol in the atmosphere. Molar ratios of ammonium to
nitrate were 1.1 and 0.4 for the Bayland Park and Orange sites,
respectively. Because of the possible evaporation of ammonium during
sample analysis and/or the uncertainty of the PMF estimate, nitrate is
probably present mainly as ammonium nitrate with molar ratios not equal
to 1.0 at the two receptor sites. Nitrate is formed in the atmosphere
mostly through the oxidation of NO, depending on ambient temperature,
relative humidity, and the presence of ammonia (Liu et al., 2005). It
has short-term peaks and higher trend in cool seasons possibly
indicating that low temperature and high humidity foster the formation
of nitrate aerosol in the region as discussed in the study for Atlanta
(Kim et al., 2004) and three northeastern US cities (Song et al., 2001).
The bottom panel in Figure 9 shows the periodogram for this factor at
the Orange site. The seasonal dependence of nitrate formation is
reflected by a high peak at low frequency. The top panel in Figure 9
shows the similar seasonal variations of ammonium nitrate at the two
sites. It reflects the regional characteristic of ammonium nitrate
formation and transport. The local characteristic of this source in the
area was reflected by the small monthly or weekly peak, and apparently
the local impact was limited. The [r.sup.2] value of 0.18 between the
two sites is not as high as those of sulphate factors possibly due to
the shorter lifetime of NO, than SO4. The source accounts for 4.8% and
4.4% of the PMz s mass concentration at the Bayland Park and Orange
sites, respectively.
[FIGURE 9 OMITTED]
The seventh common factor suggested a source of metal processing
because of the profile characterized by its high concentration of Zn
along with OC, EC, and S[sub.O.sup.2.sub.4] at the Bayland Park site and
high concentration of Fe associated with EC and N[H.sup.+.sub.4] at the
Orange site (US EPA, 2002; Kim et al., 2004). The middle panel in Figure
10 shows the factor profiles at the two sites. This factor at the
Bayland Park site is highly likely to include contributions from metal
processing facilities in Houston area. One of the facilities, 12 km
north of the Bayland Park receptor, uses the process of galvanization to
coat steel and iron with zinc. A major steel mill, 1 km south of I-10
and 10 km east of Beaumont, is also likely to contribute to this factor
at the Orange site. The source showed a slightly reduced seasonal trend
at the receptors in the late spring and summer possibly due to the
locations of monitoring sites and southerly winds. About 82 % and 61 %
of the data from June to August with southerly wind direction were
reported for the Bayland Park and Orange sites, respectively. This
source accounts for 5.5% and 4.0% of the P[M.sub.2.5] mass concentration
at the two sites, respectively. The bottom panel in Figure 10 shows the
periodogram for this factor at the Orange site. The peaks at low
frequency corresponded to the annual and semiannual cycle possibly
reflecting the seasonal variation, and the peak at high frequency was
related to a weekly cycle. The weekly high peak suggested this factor
was dominated by weekday-weekend local activity. The top panel in Figure
10 shows little similar temporal variability between the two sites. The
much different time variations at the two sites and a squared
correlation coefficient of rz = 0 between the two sites emphasize this
factor may come from different local metal sources or common sources
with different impacts on the two sites.
[FIGURE 10 OMITTED]
The eighth common factor was identified as soil source represented
by high concentration of Al and Si along with Fe, K, Mg, Na, and Ti
(Watson et al., 2001; Kim et al., 2004). It contributes 2.2% and 3.0% to
P[M.sub.2.5] mass concentration at the two sites, respectively. The
crustal particles could be contributed by unpaved roads, construction
sites, and soil dust. The contribution and factor profile in Figure 11
show the highly similar results of this factor between the two sites.
The airborne soil shows seasonal variation with higher concentrations in
the summer. The short-term peaks in summer of 2004 and 2005 likely
reflect the intercontinental dust transport as indicated in several
analyses across the eastern US (Liu et al., 2005). Prospero (2001)
showed that the summer trade winds carry African dusts into US from the
direction of southeast which is consistent with what the top panel in
Figures 12 and 13 indicate. The mixed OC, EC, and [S.sup.2-.sub.4]
concentration in this factor imply that this source was mixed with some
other sources during the long-range transport. The bottom panel in
Figure 11 shows the periodogram for this factor at the Orange site. The
large peaks at low frequency for the annual and semiannual cycle
indicated the seasonal variations of this factor. The small peaks at
high frequency suggest that local dust has limited impact on this factor
at the Orange site. The top panel in Figure 11 shows highly similar
seasonal trends at the two sites. This highly similar seasonal
variations at the two sites and a significantly large squared
correlation coefficient of [r.sup.2] = 0.79 between the two sites imply
that this factor is a regional factor.
[FIGURE 11 OMITTED]
The ninth common factor at the two sites has high concentration of
Cl and Na. It is clearly from the marine or sea salt aerosol source (Lee
et al., 1999). As the Bayland Park and Orange monitoring sites are
located 80 km northwest and 55 km north of the Gulf of Mexico,
respectively (Figure 1), the presence of marinerelated aerosol is
expected. Figure 14 shows the contribution and factor profile resolved
by PMF for this factor. The middle panel in Figure 14 shows the
comparable factor profiles at the two sites. Both nitrate and sulphate
were associated with this factor at the Orange site probably due to
scavenging of nitrate and sulphate during the transport from the coast,
however, OC and a small amount of EC were also associated with this
factor at the two sites. It has slightly higher concentrations in summer
possibly due to the southerly winds. This source accounts for 1.1 % and
2.6% of the P[M.sub.2.5] mass concentration at the Bayland Park and
Orange sites, respectively. The bottom panel in Figure 14 shows the
periodogram for this factor at the Orange site. The peaks at low
frequency for the annual and semiannual cycle indicated the seasonal
variations of this factor. The peaks at high frequency suggest that the
Gulf of Mexico has substantial impact on this factor at the Orange site.
The middle panel in Figures 12 and 13 clearly show the relationship of
this factor with wind direction from the Gulf of Mexico. The top panel
in Figure 14 shows highly similar seasonal variations at the two sites
due to the proximity of the monitoring sites to the Gulf of Mexico. This
highly similar seasonal variations at the two sites and a squared
correlation coefficient of [sup.r.2] = 0.33 between the two sites imply
that this source is highly influenced by the monitoring site being in
the proximity to the Gulf of Mexico.
[FIGURE 12 OMITTED]
[FIGURE 13 OMIITED]
The tenth common factor was identified as chloride-depleted marine
aerosol that is related to the sea salt factor (Lee et al., 1999). The
middle panel in Figure 15 shows the comparable factor profiles at the
two sites. It has high concentration of Na and S[O.sup.2-sub.4]. OC and
a small amount of Ca, Mg, and nitrate were associ ated with this factor
at the two sites, however, a small amount of K and EC were also
associated with this factor at the Orange site. It is originated from
sea salt aerosol which has undergone the chloride loss reactions through
acid substitution and yielded a higher loading of S[O.sup.2-.sub.4] in
the source than sea salt aerosol (Lee et al., 1999). This chemical
reaction usually occurs in the coastal areas with high sulphur loading.
The composition of chloride-depleted marine aerosol depends on air
quality and meteorological conditions, and therefore it was separately
identified from sea salt. The higher sulphate loading in
chloride-depleted marine aerosol compared to sea salt has led almost no
chloride associated with this factor identified by PME However, the
lower sulphate loading in sea salt compared to chloride-depleted marine
aerosol has led a high chloride loading in sea salt identified by PME At
the bottom panel of Figures 12 and 13, there are indications of higher
concentrations at the two sites from the direction of south which is
consistent with the source direction of sea salt aerosol. The
chloride-depleted marine aerosol source has slightly higher
concentrations in spring and summer. This source accounts for 3.2 and
2.5 % of the P[M.sub.2.5] mass concentration at the two sites,
respectively. The bottom panel in Figure 15 shows the periodogram for
this factor at the Orange site. The large peak at low frequency for the
annual cycle indicated the seasonal dependence of formation of this
source. The peaks at high frequency suggest that the Gulf of Mexico has
substantial impact on this factor at the Orange site. The top panel in
Figure 15 shows similar seasonal variations at the two sites due to the
proximity of the monitoring sites to the Gulf of Mexico. This similar
seasonal variations at the two sites and the squared correlation
coefficient of [r.sup.2] = 0.18 between the two sites imply that this
source is likely influenced by the monitoring site being in the
proximity to the Gulf of Mexico.
[FIGURE 14 OMITTED]
[FIGURE 15 OMITTED]
Uncertainty of Profile Estimates
The profile estimates discussed in the preceding section do not
have the associated error of estimates. They are merely the point
estimates, not how much reproducibility there is in those point
estimates. To estimate the uncertainties of source profiles obtained
from PMF, a bootstrapping technique (Efron and Tibshirani,1993) combined
with a method to account for the rotational freedom in the solution was
used. The middle panels of Figures 4 to 11, Figures 14 and 15 display
the lower and upper limit of a 90% confidence interval for the mean
profiles as well as the profile estimates. The smaller magnitude the
whisker, the more consistent the estimate is and the larger magnitude
the whisker, the less consistent the result is. In other words, the
smaller magnitude the whisker, the smaller associated error the estimate
has and the larger magnitude the whisker, the larger associated error
the estimate has.
CONCLUSIONS
An air quality study has been carried out to identify and compare
the sources of particulate pollutants at two EPA monitoring sites in
Texas, namely, the Bayland Park and the Orange monitoring sites located
in Southeastern Texas with about 175 km separation along Interstate
Highway 10. The two sites have average annual PM concentrations of 10.58
and 12.05 [micro]g/[m.sup.3], respectively, which are below the National
Ambient Air Quality Standards of 15 [micro]g/[m.sup.3] for PM.
In the study, aerosol composition data of P[M.sub.2.5] derived from
samples collected at two monitoring sites in Southeastern Texas were
analyzed by positive matrix factorization. The PMF effectively
identified ten possible common source-related factors for P[M.sub.2.5].
The estimated source contributions for the common factor between the two
sites were used to analyze spatial differences and correlations. Fourier
transform was employed to investigate the frequency variations of the
identified factors. The results showed the possible source types and
factor contributions (%) for the two sites are quite comparable. The
factors are classified as regional, area-related, and local sources.
Two different sulphate-rich secondary aerosols were extracted by
PMF, which, respectively, had the first and second highest contribution
to the P[M.sub.2.5] mass in the region accounting for almost 59% and 54%
of the total concentration at the two sites, respectively. Sulphate and
nitrate mainly exist as ammonium sulphate and ammonium nitrate at the
receptor sites. Sulphate, nitrate, and soil show regional
characteristics with similar seasonal variation patterns and low
frequency variations at the two sites. The soil factor has high source
contribution peaks during the summer likely reflecting the
intercontinental dust transport. The regional factors account for about
61-66% of the P[M.sub.2.5] mass concentration. The sea salt factor is
clearly seen at the sites from the Gulf of Mexico. The chloride-depleted
marine aerosol was originated from sea salt aerosol; however, it was
separately identified because of the chloride loss during chemical
reactions in the atmosphere.
The correlations between the two sites are slightly lower than
moderate for sea salt and chloride-depleted marine aerosol, and moderate
for motor vehicle/road dust. The periodogram from Fourier transform for
the motor vehicle/road dust factor shows high variations at both low and
high frequency. It implies that this source is likely influenced by both
the summer soil dust and area traffic sources. The periodograms for sea
salt and chloride-depleted marine aerosol show peaks at high frequency
reflecting the impact of the area being in the proximity to the Gulf of
Mexico. The correlations between the two sites are poor for
cement/carbon-rich, wood smoke, and metal processing. The periodograms
for these factors show large high-frequency variations. It indicates
these factors are mainly dominated by local sources. The metal
processing facilities and steel mills in Houston and a steel mill in the
Golden Triangle, respectively, are clearly suggested of being related to
the source of metal processing. The local factors on the average
contribute about 22-27 % to the P[M.sub.2.5] mass concentration for the
two sites, respectively.
ACKNOWLEDGEMENTS
This study was supported in part by the US EPA through project
R07-0159. The authors wish to thank Professor Hopke of Clarkson
University for helpful e-mail communications and the reviewers for
comments. The result of this research represents only the authors'
assessments and does not reflect the funding agency's views on the
air quality issues in this region.
NOMENCLATURE
X a known n x m concentration matrix
G an n x p matrix of source (or factor) contributions
to the samples
F a p x m matrix of source compositions (source or
factor profiles)
E an n x m residual matrix
[x.sub.i.j] the jth species concentration measured in the ith sample
[g.sub.i.k] the mass concentration from the kth source contributing
to the ith sample
[f.sub.k.j] the jth species mass fraction from the kth source
[e.sub.i.j] the residual associated with the jth species
concentration measured in the ith sample
Q objective function
[s.i.j] estimated uncertainty
x (t) source contributions
X (k) discrete Fourier transform of x (t)
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Paul Chiou, [1] Wei Tang, [2] Che-Jen Lin,[3] Hsing-Wei Chu ,[4]
Rafael Tadmor [2] and T. C. Ho [2]
[1.] Department of Mathematics, Lamar University, Box 10047,
Beaumont, TX 77710, U.S.A.
[2.] Department of Chemical Engineering, Lamar University, Box
10053, Beaumont, TX 77710, U.S.A.
[3.] Department of Civil Engineering, Lamar University, Box 10024,
Beaumont, TX 77710, U.S.A.
[4.] Department of Mechanical Engineering, Lamar University, Box
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Can. J. Chem. Eng. 86:421-435, 2008 2008 Canadian Society for
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Table 1. Summary of [PM.sub.2.5] and 29 species mass concentrations at
Bayland Park used for PMF analysis
Species Concentration (ng [m.sup.-3])
Geometric Arithmetic Minimum Maximum
mean (b) mean
[PM.sub.2.5] 9232 10574 2459 29800
Al 16.2 54.2 4.0 156.4
As 0.87 1.54 0.1 16.2
Ba 6.7 8.5 1.85 144.0
Br 2.0 2.8 0.23 9.7
Ca 36.1 47.2 1.5 297.2
CI 6.5 34.0 0.75 617.0
Cr 0.75 1.0 0.35 11.5
Cs 5.3 6.0 1.8 91.9
Cu 1.7 2.53 0.5 22.5
Fe 49.4 75.2 1.4 869.7
K 57.6 70.5 11.9 477.0
Mg 14.9 27.7 3.25 395.4
Mn 1.2 1.6 0.28 9.78
Na 62.0 115.8 9.5 855.2
Ni 0.7 0.89 0.34 7.6
P 6.9 23.5 1.9 192.2
Pb 1.8 2.4 0.55 10.7
Si 75.9 164.2 3.05 2715
Sr 1.0 1.38 0.31 12.4
Ti 3.0 6.0 0.55 95.9
V 1.4 2.1 0.1 13.1
Y 0.7 0.79 0.39 4.89
Zn 6.7 11.7 0.5 105.0
Zr 1.25 1.44 0.5 10.8
OC 2490 3097 49.0 8500
EC 372 466 37.9 1920
[SO.sup.2-.sub.4] 2770 3394 324 11658
[NH.sup.+.sub.4] 916 1150 73.1 4385
[NO.sup.-.sub.3] 123 210 8.3 2740
Species Number of BDL (a) Number of missing
values (%) values (%)
[PM.sub.2.5] 0 (0) 2 (0.8)
Al 138 (55.0) 1 (0.4)
As 107 (42.6) 1 (0.4)
Ba 188 (74.9) 1 (0.4)
Br 54 (21.5) 1 (0.4)
Ca 2 (0.8) 1 (0.4)
CI 98 (39.0) 1 (0.4)
Cr 151 (60.2) 1 (0.4)
Cs 217 (86.5) 1 (0.4)
Cu 76 (30.3) 1 (0.4)
Fe 1 (0.39) 1 (0.4)
K 0 (0) 1 (0.4)
Mg 168 (66.9) 1 (0.4)
Mn 134 (53.4) 1 (0.4)
Na 112 (44.6) 1 (0.4)
Ni 139 (55.4) 1 (0.4)
P 147 (58.6) 1 (0.4)
Pb 134 (53.4) 1 (0.4)
Si 9 (3.6) 1 (0.4)
Sr 159 (63.4) 1 (0.4)
Ti 88 (35.1) 1 (0.4)
V 74 (29.5) 1 (0.4)
Y 222 (88.5) 1 (0.4)
Zn 7 (2.8) 1 (0.4)
Zr 207 (82.5) 1 (0.4)
OC 0 (0) 11 (4.38)
EC 1 (0.39) 11 (4.38)
[SO.sup.2-.sub.4] 0 (0) 1 (0.4)
[NH.sup.+.sub.4] 0 (0) 1 (0.4)
[NO.sup.-.sub.3] 2 (0.79) 1 (0.4)
(a) Below detection limit.
(b) Data below the limit of detection were replaced by half of the
reported detection limit values for the geometric mean calculations.
Table 2. Summary of [PM.sub.2.5] and 29 species mass concentrations at
Orange used for PMF analysis
Species Concentration (ng [m.sup.-3])
Geometric Arithmetic Minimum Maximum
mean (b) mean
[PM.sub.2.5] 10719 12050 150 60400
Al 16 54 4.6 1420
As 0.59 0.82 0.1 4.2
Ba 7.1 9 2 84.6
Br 1.9 2.9 0.2 49.3
Ca 47 61 1.5 824
Cl 8.0 63 0.75 1580
Co 0.4 0.45 0.28 6.9
Cr 0.78 1.2 0.35 23.2
Cu 1.6 2.9 0.50 40.8
Fe 73 116 0.43 861
K 72 87 2.2 656
Mg 14 24 3.7 343
Mn 1.5 2.6 0.31 24.5
Na 67 129 11 1280
Ni 0.72 0.9 0.34 11
P 6.8 22 1.8 183
Pb 1.8 2.3 0.55 26
Se 0.5 0.6 0.1 21
Si 87.6 177 3 2477
Sr 1.2 1.6 0.35 15.3
Ti 3.1 6.4 0.55 90
V 1.8 2.6 0.1 11
W 3.9 4.5 1.3 120
Zn 6.2 7.9 0.5 72
OC 3269 3750 49 36800
EC 350 396 38 1820
[SO.sup.2-.sub.4] 2788 3392 2.5 11135
[NH.sup.+.sub.4] 838 1046 3.3 3730
[NO.sup.-.sub.3] 103 167 1.8 1363
Species Number of BDL (a) Number of missing
values (%) values (%)
[PM.sub.2.5] 1 (0.34) 29 (10)
Al 146 (49.8) 29 (10)
As 146 (49.8) 29 (10)
Ba 199 (67.9) 29 (10)
Br 68 (23.2) 29 (10)
Ca 2 (0.68) 29 (10)
Cl 106 (36.2) 29 (10)
Co 244 (83.3) 29 (10)
Cr 162 (55.3) 29 (10)
Cu 112 (38.2) 29 (10)
Fe 2 (0.68) 29 (10)
K 1 (0.34) 29 (10)
Mg 180 (61.4) 29 (10)
Mn 121 (41.3) 29 (10)
Na 118 (40.3) 29 (10)
Ni 138 (47.1) 29 (10)
P 161 (55.0) 29 (10)
Pb 147 (50.2) 29 (10)
Se 238 (81.2) 29 (10)
Si 5 (1.7) 29 (10)
Sr 145 (49.5) 29 (10)
Ti 96 (32.8) 29 (10)
V 77 (26.3) 29 (10)
W 239 (81.6) 29 (10)
Zn 2 (0.68) 29 (10)
OC 7 (2.39) 16 (5.5)
EC 12 (4.1) 16 (5.5)
[SO.sup.2-.sub.4] 1 (0.34) 29 (10)
[NH.sup.+.sub.4] 3 (1.0) 29 (10)
[NO.sup.-.sub.3] 6 (2.0) 29 (10)
(a) Below detection limit.
(b) Data below the limit of detection were replaced by half of the
reported detection limit values for the geometric mean calculations.
Table 3. Possible source types and factor contributions (%) obtained
by PMF.
Source type Bayland Park site Orange site
Sulphate-rich I 40.0 36.5
Sulphate-rich II 19.5 17.4
Cement/carbon-rich 13.7 11.7
Wood smoke 3.2 11.1
Motor vehicle/road dust 6.8 6.8
Nitrate-rich 4.8 4.4
Metal processing 5.5 4.0
Soil 2.2 3.0
Sea salt 1.1 2.6
CI-depleted marine aerosol 3.2 2.5
Table 4. Bayland Park versus Orange [r.sup.2] for the factors by PMF
at the two sites.
Source type Squared correlation coefficient
Sulphate-rich I 0.56
Sulphate-rich II 0.67
Cement/carbon-rich 0
Wood smoke 0.03
Motor vehicle/road dust 0.55
Nitrate-rich 0.18
Metal processing 0
Soil 0.79
Sea salt 0.33
CI-depleted marine aerosol 0.18