Air quality early-warning plays a vital role in improving air quality and human health, especially multi-step ahead air quality early-warning, which is significant for both citizens and environmental protection departments. However, most previous studies have only employed simple data decomposition to perform one-step forecasting and were aimed at enhancing forecasting accuracy or stability. Little research has improved these two standards simultaneously, leading to poor forecasting performance. Because of its significance, relevant research focused on multi-step ahead air quality early-warning is especially needed. Therefore, in this paper, a novel hybrid air quality early-warning system, which consists of four modules: data preprocessing module, optimization module, forecasting module and evaluation module, is proposed to perform multi-step ahead air quality early-warning. In this system, an effective data decomposition method called the modified complete ensemble empirical mode decomposition with adaptive noise is developed to effectively extract the characteristics of air quality data and to further improve the forecasting performance. Moreover, the hybrid Elman neural network model, optimized by the multi-objective salp swarm algorithm, is successfully developed in the forecasting module and simultaneously achieves high forecasting accuracy and stability. In addition, the evaluation module is designed to conduct a reasonable and scientific evaluation for this system. Three cities in China are employed to test the effectiveness of the proposed early-warning system, and the results reveal that the proposed early-warning system has superior ability in both accuracy and stability than other benchmark models and can be used as a reliable tool for multi-step ahead air quality early-warning. (C) 2018 Elsevier B.V. All rights reserved.