This study introduces an innovative analytical methodology for examining the interconnections among the atmosphere, ocean, and society. The primary area of interest pertains to the North Atlantic Oscillation (NAO), a notable phenomenon characterised by daily to decadal fluctuations in atmospheric conditions over the Northern Hemisphere. The NAO has a prominent impact on winter weather patterns in North America, Europe, and to some extent, Asia. This impact has significant ramifications for civilization, as well as for marine, freshwater, and terrestrial ecosystems, and food chains. Accurate predictions of the surface NAO hold significant importance for society in terms of energy consumption planning and adaptation to severe winter conditions, such as winter wind and snowstorms, which can result in property damage and disruptions to transportation networks. Moreover, it is crucial to improve climate forecasts in order to bolster the resilience of food systems. This would enable producers to quickly respond to expected changes and make the required modifications, such as adjusting their food output or expanding their product range, in order to reduce potential hazards. The forecast centres prioritise and actively research the predictability and variability of the NAO. Nevertheless, it is increasingly evident that conventional analytical methods and prediction models that rely solely on scientific methodologies are inadequate in comprehensively addressing the transdisciplinary dimension of NAO variability. This includes a comprehensive view of research, forecasting, and social ramifications. This study introduces a new framework that combines sophisticated Big Data analytic techniques and forecasting tools using a generalised additive model to investigate the fluctuations of the NAO and the interplay between the ocean and atmosphere. Additionally, it explores innovative approaches to analyze the socio-economic response associated with these phenomena using text mining tools, specifically modern deep learning techniques. The analysis is conducted on an extensive corpora of free text information sourced from media outlets, public companies, government reports, and newspapers. Overall, the result shows that the NAO index has been reproduced well by the Deep-NAO model with a correlation coefficient of 0.74.