With rapid economic growth and restriction by the adverse geographical and meteorological conditions, air quality control and improvement in Hunan Province are difficult. Based on the daily air quality data of Hunan Province from 2015 to 2019, in this paper, functional data analysis techniques (including principal component analysis, regression model, time series prediction model) were used to study the spatial-temporal characteristics, influencing factors, and future development trends of Air Pollution Index (AQI). The results showed that (1) in terms of time, the proportion of AQI days increased from 79.2% in 2015 to 89.9% in 2019, (2) from the spatial dimension, the air quality of Hunan Province is worse in the eastern, central, and northern regions, (3) among the meteorological factors, temperature and rainfall contributed to the improvement of air quality, but wind speed did not contribute to air quality improvement, (4) regarding socio-economic factors, industrial structure and urbanization by country were the main reasons for the deterioration of air quality in Hunan Province. Compared with the traditional time series model, the forecast precision of the functional time series model was higher.