Wavelet analysis of the Lisbon and Gibraltar North Atlantic Oscillation winter indices

The North Atlantic Oscillation (NAO) is one of the most important climatic patterns in the Northern Hemisphere. Indices based on the normalised pressure difference between Iceland and a Southern station, such as Lisbon or Gibraltar, have been defined in order to describe NAO temporal evolution. Although exhibiting interannual and decadal variability, the signals are statistically rather featureless and therefore it is difficult to discriminate between different types of stochastic models. In this study, Lisbon and Gibraltar NAO winter indices are analysed using the discrete wavelet transform discrete wavelet transform(DWT). A multi-resolution analysis (MRA) is carried out for a scale-based description of the indices and the wavelet spectrum is used to identify and estimate long-range dependence. The degree of association of the two NAO indices is assessed by estimating the wavelet covariance for the two signals. The scale-based approach inherent to the discrete wavelet methodology allows a scale-by-scale comparison of the signals and shows that although the short-term temporal pattern is very similar for both indices, the long-term temporal structure is distinct. Furthermore, the degree of persistence or 'memory' is also distinct: the Lisbon index is best described by a long-range dependent (LRD) process, while the Gibraltar index is adequately described by a short-range process. Therefore, while trend features in the Lisbon NAO index may be explainable by long-range dependence alone, with no need to invoke external factors, for the Gibraltar index such features cannot be interpreted as resulting only from internal variability through long-range dependence. Copyright (C) 2006 Royal Meteorological Society.