Ordinal Spectrum: Mapping Ordinal Patterns into Frequency Domain

序数频谱:将序数模式映射到频域

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Abstract

Classical spectral analysis characterizes linear systems effectively but often fails to reveal the nonlinear temporal structure of chaotic dynamics. We introduce the ordinal spectrum, a frequency-domain characterization derived from the ordinal-pattern representation of a time series. Applied to both synthetic and real-world datasets-including periodic, stochastic, and chaotic signals from physical, biological, and astronomical sources-the ordinal spectrum identifies the temporal scales implied in a possible chaotic behavior. By providing an interpretable, data-driven view of symbolic dynamics in the frequency domain, this approach complements state-space reconstructions and enhances the detection of nonlinear temporal organization that classical spectra may obscure. Its ability to distinguish between qualitatively different dynamics make it a useful tool for exploring complex time series across diverse scientific domains.

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