SCALING ANALYSIS AND EVOLUTION EQUATION OF THE NORTH ATLANTIC OSCILLATION INDEX FLUCTUATIONS

C. Collette and Marcel Ausloos
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C. Collette: SUPRATECS, B5, Sart Tilman, B-4000 Liège, Belgium

International Journal of Modern Physics C (IJMPC), 2004, vol. 15, issue 10, 1353-1366

Abstract: The North Atlantic Oscillation (NAO) monthly index is studied from 1825 till 2002 in order to identify the scaling ranges of its fluctuations upon different delay times and to find out whether or not it can be regarded as a Markov process. A Hurst rescaled range analysis and a detrended fluctuation analysis both indicate the existence of weakly persistent long range time correlations for the whole scaling range and time span. Such correlations are similar to the Brownian fluctuations. The Fokker–Planck equation is derived and Kramers–Moyal coefficients are estimated from the data. They are interpreted in terms of a drift and a diffusion coefficient as in fluid mechanics. All partial distribution functions of the NAO monthly index fluctuations have a form close to a Gaussian, for all time lags, in agreement with the findings of the scaling analyses. This indicates the lack of predictive power of the present NAO monthly index. Yet there are some deviations for large (thus rare) events. Whence suggestions for other measurements are made if some improved predictability of the weather/climate in the North Atlantic is of interest. The subsequent Langevin equation of the NAO signal fluctuations is explicitly written in terms of the diffusion and drift parameters, and a characteristic time scale for these is given in Appendix A.

Keywords: Rescale range analysis; detrended fluctuation analysis; Fokker–Planck equation; Kramers–Moyal coefficients; Langevin equation; North Atlantic oscillation index (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1142/S0129183104006789

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