The aim of this paper is to predict time series of SO2 concentrations emitted by coal-fired power stations in order to estimate in advance emission episodes and analyze the influence of some meteorological variables in the prediction. An emission episode is said to occur when the series of bi-hourly means of SO2 is greater than a specific level. For coal-fired power stations it is essential to predict emission episodes sufficiently in advance so appropriate preventive measures can be taken. We proposed a methodology to predict SO2 emission episodes based on using an additive model and an algorithm for variable selection. The methodology was applied to the estimation of SO2 emissions registered in sampling locations near a coal-fired power station located in Northern Spain. The results obtained indicate a good performance of the model considering only two terms of the time series and that the inclusion of the meteorological variables in the model is not significant. (C) 2014 Elsevier Ltd. All rights reserved.