It is crucial to predict PM2.5 concentration for early warning regarding and the control of air pollution. However, accurate PM2.5 prediction has been challenging, especially in long-term prediction. PM2.5 monitoring data comprise a complex time series that contains multiple components with different characteristics; therefore, it is difficult to obtain an accurate prediction by a single model. In this study, an integrated predictor is proposed, in which the original data are decomposed into three components, that is, trend, period, and residual components, and then different sub-predictors including autoregressive integrated moving average (ARIMA) and two gated recurrent units are used to separately predict the different components. Finally, all the predictions from the sub-predictors are combined in fusion node to obtain the final prediction for the original data. The results of predicting the PM2.5 time series for Beijing, China showed that the proposed predictor can effectively improve prediction accuracy for long-term prediction.