Air pollution due to air contamination by gases, liquids, and solid particles in suspension, is a great environmental and public health concern nowadays. An important type of air pollution is particulate matter with a diameter of 10 microns or less ($${\text {PM}}_{10}$$
PM
10
) because one of the determining factors that affect human health is the size of particles in the atmosphere due to the degree of permanence and penetration they have in the respiratory system. Therefore, it is extremely interesting to monitor and understand the behavior of $${\text {PM}}_{10}$$
PM
10
concentrations so that they do not exceed the established critical levels. In this work, we will study the $${\text {PM}}_{10}$$
PM
10
concentrations in all available monitoring stations in the Brazilian state of Minas Gerais. To better understand its behavior, we will provide a spatio-temporal visualization of the $${\text {PM}}_{10}$$
PM
10
concentrations. Besides the descriptive and visualization analysis, we consider six standard and advanced time series models that will be used to fit and forecast $${\text {PM}}_{10}$$
PM
10
concentrations, with application to three locations, one in Belo Horizonte, the Minas Gerais state capital, and the monitoring stations with the lowest and highest average $${\text {PM}}_{10}$$
PM
10
concentration levels.