This study aimed to forecast monthly PM₂.₅ concentrations in Zabol, one of the world's most dust-prone regions, using four time series models: SARIMA, SARIMAX enhanced with Fourier terms (selected based on spectral peak analysis), TBATS, and a novel hybrid ensemble. Spectral analysis identified a dominant annual cycle (frequency 0.083), which justified the inclusion of two Fourier harmonics in the SARIMAX model. Results demon-strated that the hybrid model, which optimally combined forecasts from the three indi-vidual models (with weights ω₂ = 0.628 for SARIMAX, ω₃ = 0.263 for TBATS, and ω₁ = 0.109 for SARIMA), outperformed all others across all evaluation metrics, achieving the lowest AIC (1835.04), BIC (1842.08), RMSE (9.42 μg/m³), and MAE (7.43 μg/m³). It was also the only model exhibiting no significant residual autocorrelation (Ljung–Box *p*-value = 0.882). Forecast uncertainty bands were constant across the prediction horizon, with widths of approximately ±11.39 μg/m³ for the 80% confidence interval and ±22.25 μg/m³ for the 95% confidence interval, reflecting fixed absolute uncertainty in the multi-step forecasts. The proposed hybrid framework provides a robust foundation for early warning systems and public health management in dust-affected arid regions.
