The forecasting of air pollution is an important and popular topic in environmental engineering. Due to health impacts caused by unacceptable particulate matter (PM) levels, it has become one of the great est concerns in metropolitan cities like Karaj City in Iran. In this study, the concentration of PM 2.5 was predicted by applying a multilayer percepteron (MLP) neural network, a radial basis function (RBF) neural network and a Markov chain model. Two months of hourly data including temperature, NO, NO 2 , NO x , CO, SO 2 and PM 10 were used as inputs to the artifi cial neural networks. From 1,488 data, 1,300 of data was used to train the models and the rest of the data were applied to test the models. The results of using artificial neural networks indicated that the models performed well in predicting PM 2.5 concen trations. The application of a Markov chain described the probable occurrences of unhealthy hours. The MLP neural network with two hidden layers including 19 neurons in the first layer and 16 neurons in the second layer provided the best results. The coeffi cient of determination (R 2 ), Index of Agreement (IA) and Efficiency (E) between the observed and the predicted data using an MLP neural network were 0.92, 0.93 and 0.981, respectively. In the MLP neu ral network, the MBE was 0.0546 which indicates the adequacy of the model. In the RBF neural net work, increasing the number of neurons to 1,488 caused the RMSE to decline from 7.88 to 0.00 and caused R 2 to reach 0.93. In the Markov chain model the absolute error was 0.014 which indicated an ac ceptable accuracy and precision. We concluded the probability of occurrence state duration and transi tion of PM 2.5 pollution is predictable using a Markov chain method.