Predictability of the monthly North Atlantic Oscillation index based on fractal analyses and dynamic system theory

Abstract. The predictability of the monthly North Atlantic Oscillation, NAO, index is analysed from the point of view of different fractal concepts and dynamic system theory such as lacunarity, rescaled analysis (Hurst exponent) and reconstruction theorem (embedding and correlation dimensions, Kolmogorov entropy and Lyapunov exponents). The main results point out evident signs of randomness and the necessity of stochastic models to represent time evolution of the NAO index. The results also show that the monthly NAO index behaves as a white-noise Gaussian process. The high minimum number of nonlinear equations needed to describe the physical process governing the NAO index fluctuations is evidence of its complexity. A notable predictive instability is indicated by the positive Lyapunov exponents. Besides corroborating the complex time behaviour of the NAO index, present results suggest that random Cantor sets would be an interesting tool to model lacunarity and time evolution of the NAO index.