The local people called these groups 'exercise.'  In Bangkok there were also other soft martial arts like qi gong in the parks, but in Chiang Mai I came to accept my 5 am class with Thais as part of my everyday life.  They were in the wats, parks, by the moats...

 

But now I can't find a single one in Chiang Mai -- not even at CMU or at the exercise park.  I don't speak Thai, which is a set back.  Maybe you could tell me where one of these classes is?  Thank you!

They may have moved up to Pai to escape the air pollution...

These were normal Thais who live here & doing these dance like movements every single morning was part of their lives, so I think I'll have to go to the refrigerator store by the moat across from Starbuck's where I bought some tai chi chi gong dvd's & see if the owners know anything.  Thank for writing. 

I've been practicing Qigong for almost 15 years now since being introduced to it during an extended stay in China. One thing that regular practitioners are aware of is the importance of breathing.

 

I've read a lot about the air pollution in your area and I've just looked at the AQI there and it is ghastly. I certainly would not do my daily practice outdoors in such awful conditions. Maybe @Puchaiyank suggestion above is correct.

 

If you can't find a class, try using the DVDs indoors until the air quality improves. I've used books, DVDs and on-line courses to improve my practice.

 

Please do make an effort. It's well worth it.