The datasets consist of air quality, meteorological, and traffic data from January to June 2019 and from January to June 2022. The following are the features of the datasets: Nitrogen dioxide, Wind speed, Wind direction (in degrees), Temperature, Humidity, Pressure, Solar irradiance, Intensity, Occupancy time, Load, Average traffic speed, Wind direction (after converting to categorical data (north, northeast, east, southeast, south, southwest, west, northwest) and passing through One Hot Encoder). The following are the names of the above features (the names of the columns in the files): 'NO2', 'windSpeed', 'windDir', 'Temp', 'Humidity', 'Pressure', 'SolarRad', 'intensidad', 'ocupacion', 'carga', 'vmed', 'windDir_Categ_east', 'windDir_Categ_north', 'windDir_Categ_northeast', 'windDir_Categ_northwest', 'windDir_Categ_south', 'windDir_Categ_southeast', 'windDir_Categ_southwest', 'windDir_Categ_west'. Mad_2019_winddir.csv and Mad_2022_winddir.csv include the above features for the defined grid in the city of Madrid for January-June 2019 and January-June 2022, respectively, with the following dimension: 4344×340×19: (January-June 2019); 4343 × 340 × 19 (January-June 2022). Mad_Station_2019.csv and Mad_Station_2022.csv include the above features with the following dimension: 4344 × 24 × 19: (January-June 2019); 4343 × 24 × 19 (January-June 2022), extracted from the defined grid for cells only where air quality monitoring stations exist.