The North Atlantic Oscillation (NAO) index, a measure of sea-level atmospheric pressure variability, holds significant influence over weather patterns in North America and Northern Europe. A negative (positive) NAO value signifies increased cold air outbreaks and storm occurrences (reduced occurrences) in these regions. NAO, a product of multiple climate factors, demonstrates intricate dynamics with sea surface temperature (SST) and sea ice extent (SIE). In this study, we adopt a data-driven approach to explore the complex interplay between NAO, SST, and SIE, revealing a critical instability rooted in positive feedback loops among these climate variables. Our statistical machine learning methodology examines the impacts of melting Arctic SIE and rising SST on NAO, thereby understanding the weather patterns across the North Atlantic region. The skewness analysis yields a negative skewness in NAO across various time intervals -- daily, weekly, and monthly. This skewness, coupled with NAO's mean zero stationary nature, accentuates system instability. To capture these dynamics, we formulate a Bayesian Granger-causal dynamic linear model, which effectively updates the predictor-dependent variable relationship over time. The findings underscore an impending critical instability, indicative of more frequent occurrences of intensely cold climates in eastern North America and northern Europe, theory signifies a notable climate shift. By delving into the intricate feedback mechanisms of NAO, SST, and SIE, our study enhances our comprehension of climate variability, fostering a more informed perspective on the imminent climate changes that lie ahead.
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