Daily particulate matter measurements from European monitoring networks vary both through spatially shared fluctuations and through differences in local temporal dynamics. Characterising both features is important for identifying groups of monitoring locations with similar temporal behaviour and for predicting concentrations at unmonitored sites. We develop a Bayesian model that combines a continuous spatial common-shock process with a spatial product partition prior for clustering locations according to their local persistence and innovation variability. At unmonitored locations, the model extends these components through spatial interpolation and probabilistic regime allocation. Sparse spatial computations and online prediction summaries make inference feasible for 2,989 monitoring locations and 5,297 unmonitored land locations over 2024. Replicated simulations show that geographic information improves recovery of weakly separated, spatially organised regimes, while uncertainty in regime allocation need not prevent useful continuous prediction. The European analysis identifies stable clusters spanning national boundaries. Clusters with similar persistence nevertheless differ in local innovation variability and in how consistently their stations are grouped together across posterior draws. Comparisons with three restricted models clarify the complementary roles of spatially shared variation, heterogeneous local dynamics and geographic information in the partition.

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