Long-Term Trends and Nonlinear PM2.5–O3 Coupling in a Typical Oilfield City of the “2 + 26” Region

Fine particulate matter (PM2.5) and ozone (O3) are the two dominant air pollutants in China, yet their coupling relationship at the daily urban scale remains debated because observational correlations are often confounded by meteorology. This study investigates the nonlinear PM2.5–O3 relationship in Puyang, a typical oil and gas industrial city in the “2 + 26” region, using daily observations from 2015 to 2025. A set of progressively nested generalized additive models were constructed, adding meteorological factors and NO2 sequentially, followed by humidity and season interaction terms. Stratified correlation analyses revealed a concentration-stratified reversal: positive in the low-concentration segment (<35 μg·m−3; r = 0.271) and negative in the mid (35–75 μg·m−3; r = −0.208) and high (>75 μg·m−3; r = −0.313) segments. After controlling for meteorology and NO2, however, the conditional partial effect increased over most of the PM2.5 range, indicating that the uncontrolled negative correlation largely disappeared after controlling for meteorology. Humidity exerted a significant conditional modulating effect (p < 0.001), whereas seasonal modulation was concentrated in autumn (p < 0.001). The positive correlation in the low-concentration segment showed a suggestive increase over time (0.190 to 0.306), while the negative correlation in the high-concentration segment weakened (−0.380 to −0.198), indicating an asymmetric redistribution of the PM2.5–MDA8 O3 coupling during the clean-air transition. These findings suggest that coordinated control of PM2.5 and MDA8 O3 should be designed by concentration interval rather than as a single-direction linear reduction, with precursor-ratio regulation needed in the low-concentration range.