Air quality is a fundamental component of a healthy environment for human beings. Monitoring networks for air pollution have been established in numerous industrial zones. The data collected by the pervasive monitoring devices can be utilized not only for determining the current environmental condition, but also for forecasting it in the near future. This paper considers the applications of different machine learning methods for the prediction of the two most widely used quantities. Particulate matter (PM) with a diameter of 2.5 and 10 µm, respectively. The data are collected via a proprietary monitoring station, designated as the Ecolumn. The Ecolumn monitors a number of key parameters, including temperature, pressure, humidity, PM 1.0, PM 2.5, and PM 10, in a timely manner. The data were employed in the development of multiple models based on selected machine learning methods. The decision tree, random forest, recurrent neural network, and long short-term memory models were employed. Experiments were conducted with varying hyperparameters and network architectures. Different time scales (10 min, 1 h, and 24 h) were examined. The most optimal results were observed for the Long Short-Term Memory algorithm when utilizing the shortest available time spans (shortest averaging times). The decision tree and random forest algorithms demonstrated unexpectedly high performance for long averaging times, exhibiting only a slight decline in accuracy compared to neural networks for shorter averaging times. Recommendations for the potential applicability of the tested methods were formulated.