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Air pollution has become a serious environmental problem causing severe consequences in our ecology, climate, health, and urban development. Effective and efficient monitoring and mitigation of air pollution require a comprehensive understanding of the air pollution process through a reliable database carrying important information about the spatiotemporal variations of air pollutant concentrations at various spatial and temporal scales. Traditional analysis suffers from the severe insufficiency of data collected by only a few stations. In this study, we propose a rigorous framework for the integration of air pollutant concentration data coming from the ground-based stations, which are spatially sparse but temporally dense, and mobile sensors, which are spatially dense but temporally sparse. Based on the integrated database which is relatively dense in space and time, we then estimate air pollutant concentrations for given location and time by applying a two-step local regression model to the data. This study advances the frontier of basic research in air pollution monitoring via the integration of station and mobile sensors and sets up the stage for further research on other spatiotemporal problems involving multi-source and multi-scale information. [ABSTRACT FROM AUTHOR]