Abstract. We investigate both the European Project for Ice Coring in Antarctica Dronning Maud Land (EDML) and North Greenland Ice-Core Project (NGRIP) data sets to study both the time evolution of the so-called Dansgaard–Oeschger events and the dynamics at longer timescales during the last glacial period. Empirical mode decomposition (EMD) is used to extract the proper modes of both the data sets. It is shown that the time behavior at the typical timescales of Dansgaard–Oeschger events is captured through signal reconstructions obtained by summing five EMD modes for NGRIP and four EMD modes for EDML. The reconstructions obtained by summing the successive modes can be used to describe the climate evolution at longer timescales, characterized by intervals in which Dansgaard–Oeschger events happen and intervals when these are not observed. Using EMD signal reconstructions and a simple model based on the one-dimensional Langevin equation, it is argued that the occurrence of a Dansgaard–Oeschger event can be described as an excitation of the climate system within the same state, while the longer timescale behavior appears to be due to transitions between different climate states. Finally, on the basis of a cross-correlation analysis performed on EMD reconstructions, evidence that the Antarctic climate changes lead those of Greenland by a lag of ≈ 3.05 kyr is presented.