A novel system regarding deterministic and interval predictions of pollutant concentration is constructed in this study, which can not only obtain higher prediction accuracy in deterministic prediction and also provide effective interval prediction of air pollutant concentration. In the deterministic prediction stage, the improved extreme learning machine combines outlier detection and correction algorithm, data decomposition strategy, and a multi-objective optimization algorithm to form a hybrid model for predicting pollutant concentration. Moreover, the applicability of the optimization algorithm was verified from theoretical and experimental analysis. In the interval prediction stage, three distributions are compared to mine, the traits of deterministic prediction errors are analyzed, and interval prediction is designed to quantify the uncertainties associated with pollutant concentration. To investigate the prediction performance of the proposed system, comparison experiments have been executed using the PM concentration series from three cities. The results indicate that the system proposed in this paper outperforms comparison models in forecasting accuracy and has advantages for pollution prediction.