Is the North Atlantic Oscillation a random walk

The North Atlantic Oscillation (NAO) is a major mode of large-scale climate variability which contains a broad spectrum of variations. There are substantial contributions from short-term 2–5 year variations, which have clearly marked teleconnections. Decadal trends are also apparent in the historical record of the NAO and may be due to either stochastic or deterministic processes. Evidence is presented that suggests the NAO exhibits ‘long-range’ dependence having winter values residually correlated over many years. Several simple stochastic models have been used to fit the NAO SLP (sea-level pressure) wintertime index over the period 1864–1998, and their performance at predicting the following year has been assessed. Long-range fractionally integrated noise provides a better fit than does either stationary red noise or a non-stationary random walk. Copyright © 2000 Royal Meteorological Society

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