In this proof-of-concept study, we conduct multivariate timeseries forecasting for the concentrations of nitrogen dioxide (NO2), ozone (O3), and (fine) particulate matter (PM10 & PM2.5) with meteorological covariates between two locations using various deep learning models, with a focus on long short-term memory (LSTM) and gated recurrent unit (GRU) architectures. In particular, we propose an integrated, hierarchical model architecture inspired by air pollution dynamics and atmospheric science t...