We describe the applications of multiple linear regression model and auto-regressive model which may be of use for the on-line prediction and control of concentration levels of pollutants of air pollution. At the beginning of these researches, in this paper, are presented the prediction of air pollution levels at a few hours in advance. The state variables of the multiple linear regression model are determined by considering the contribution of the component analysis. Practical data measured in Tokyo and Tokushima prefecture in Japan are used, respectively. Kalman filtering method is utilized for the prediction by the multiple linear regression model. Auto-regressive model is fitted to the time series which is processed by subtracting the moving average from the original observed data sequence. Accuracy and characteristic of the prediction by the models presented here are compared with the model of the Box and Jenkins, and with that obtained by the principle of persistence, respectively. Both are found to be significantly more accurate and useful than these models.

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