Anthropogenic sources of fine particulate matter (PM_2.5) threaten ecosystem security, human health and sustainable development. The accuracy prediction of daily PM_2.5 concentration can give important information for people to reduce their exposure. Artificial neural networks (ANNs) and wavelet-ANNs (WANNs) are used to predict daily PM_2.5 concentration in Shanghai. The PM_2.5 concentration in Shanghai from 2014 to 2020 decreased by 39.3%. The serious COVID-19 epidemic had an unprecedented effect on PM_2.5 concentration in Shanghai. The PM_2.5 concentration during the lockdown in 2020 of Shanghai is significantly reduced compared to the period before the lockdown. First, the correlation analysis is utilized to identify the associations between PM_2.5 and meteorological elements in Shanghai. Second, by estimating twelve training algorithms and twenty-one network structures for these models, the results show that the optimal input elements for daily PM_2.5 concentration predicting models were the PM_2.5 from the 3 previous days and fourteen meteorological elements. Finally, the activation function (tansig-purelin) for ANNs and WANNs in Shanghai is better than others in the training, validation and forecasting stages. Considering the correlation coefficients (R) between the PM_2.5 in the next day and the input influence factors, the PM_2.5 showed the closest relation with the PM_2.5 1 day lag and closer relationships with minimum atmospheric temperature, maximum atmospheric pressure, maximum atmospheric temperature, and PM_2.5 2 days lag. When Bayesian regularization (trainbr) was used to train, the ANN and WANN models precisely simulated the daily PM_2.5 concentration in Shanghai during the training, calibration and predicting stages. It is emphasized that the WANN1 model obtained optimal predicting results in terms of R (0.9316). These results prove that WANNs are adept in daily PM_2.5 concentration prediction because they can identify relationships between the input and output factors. Therefore, our research can offer a theoretical basis for air pollution control.

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