Relationship between the Formation of PM2.5 and Meteorological Factors in Northern China: The Periodic Characteristics of Wavelet Analysis

China’s rapid urbanisation and industrialisation have led to frequent haze in China in recent years. Although many measures to control haze have been implemented, no significant improvement has been observed, and haze still exists. In this study, we used wavelet transform to investigate the changes in PM2.5 on the time scale, the relationship amongst meteorological factors, and the causes and changes in haze formation and take measures to prevent haze. Results indicated the following: (1) The peak of PM2.5 changes in winter in the past three years primarily occurred in the range from 11:00 to 13:00 and 20:00 to 22:00. (2) Multiple cycles of daily average PM2.5 concentrations existed in 3–5 d, 6–14 d, 6–21 d, and 16–27 d, with a significant oscillation in 6–14 d and stable cycle characteristics. (3) The meteorological factors promoted the formation of haze to a certain extent. When haze occurred, the near-surface wind speed was only 1 m/s, which was not conducive to the spread of pollutants. (4) The formation of haze was affected by the interaction of various factors; the photochemical reactions of NO2 and O3 also exacerbated the formation of pollutants. This study provided a clear direction for the prevention and prediction of haze. Furthermore, the government must take relevant measures to reduce pollutant emissions and ensure the air quality of cities in winter.