There is an increasing interest in the use of hospital admission for Chronic obstructive pulmonary disease (COPD) in studies of short-term exposure effects attributed to air pollutants. However, little is known about the effect of air pollutants on COPD symptoms. This study was undertaken to determine whether there was an association between air pollutant levels and both hospital admissions and symptoms for COPD. For model comparison, we present Generalized Linear Model, Generalized Additive Model and a general approach for Bayesian inference via Markov chain Monte Carlo in generalized additive model. Furthermore, for comparing the predictive accuracy, Artificial Neural Networks (ANN) approach is given.