  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 hereby studied. Such correlations are
similar to Brownian fluctuations. The Fokker-Planck equation is derived and
Kramers-Moyal coefficients 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 (and 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.
