The Ordinal Power Spectrum: A graph spectral representation of ordinal pattern distributions

Ordinal pattern distributions are the fundamental objects underlying permutation entropy, statistical complexity, and many distribution-based ordinal descriptors. These approaches are usually summarized by scalar quantities, which quantify global uncertainty or global departure from uniformity but do not specify how the non-uniform component of the ordinal distribution is arranged over the permutation space. In this work, we introduce the Ordinal Power Spectrum (OPS) as a graph-spectral representation of Bandt–Pompe ordinal distributions. For a selected permutation graph G , the ordinal distribution p : S m → [ 0,1 ] is treated as a graph signal, and the centered distribution p − u is decomposed through the spectral projectors of the normalized graph Laplacian. The resulting eigenspace powers P G ( ν ; p ) = ‖ Π ν ( p − u ) ‖ 2 2 define a graph-indexed spectrum of ordinal non-uniformity. In the present manuscript, G is the adjacent-transposition Cayley graph, whose graph distance coincides with Kendall’s inversion distance. We show that the López–Ruiz–Mancini–Calbet disequilibrium is exactly the total positive-frequency OPS power, D LMC ( p ) = ∑ ν > 0 P G ( ν ; p ) , whereas the graph Dirichlet energy is the first frequency-weighted spectral moment. This identity is specific to the Euclidean geometry of D LMC ; the OPS is therefore presented as a graph-spectral decomposition of Euclidean ordinal disequilibrium, not as a general decomposition of all information divergences or statistical-complexity measures. Analytic examples show that ordinal distributions with identical entropy and identical Euclidean disequilibrium can allocate their non-uniform power differently across graph frequencies. Numerical experiments with the logistic map and AR(1) processes, together with a real physiological waveform proof of concept based on ventilator signals, illustrate that the OPS can reveal graph-frequency organization of ordinal disequilibrium beyond scalar summaries. We also discuss stability as a downstream transform of Bandt–Pompe distributions, computational scaling in the practical range m = 3 –6, and limitations related to graph choice, finite-sample estimation, and non-Euclidean probability geometries.

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Journal
Chaos Solitons & Fractals
Published
2026-10-06
DOI
https://doi.org/10.1016/j.chaos.2026.119188
Primary Topic
Complex Systems and Time Series Analysis
Type
article
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article

The Ordinal Power Spectrum: A graph spectral representation of ordinal pattern distributions

Giovanni Campanini, Francisco O. Redelico, Carlos García, Fernando Pose
Chaos Solitons & Fractals
Complex Systems and Time Series Analysis
article

The Ordinal Power Spectrum: A graph spectral representation of ordinal pattern distributions

Giovanni Campanini, Francisco O. Redelico, Carlos García, Fernando Pose
article en

Abstract

Ordinal pattern distributions are the fundamental objects underlying permutation entropy, statistical complexity, and many distribution-based ordinal descriptors. These approaches are usually summarized by scalar quantities, which quantify global uncertainty or global departure from uniformity but do not specify how the non-uniform component of the ordinal distribution is arranged over the permutation space. In this work, we introduce the Ordinal Power Spectrum (OPS) as a graph-spectral representation of Bandt–Pompe ordinal distributions. For a selected permutation graph G , the ordinal distribution p : S m → [ 0,1 ] is treated as a graph signal, and the centered distribution p − u is decomposed through the spectral projectors of the normalized graph Laplacian. The resulting eigenspace powers P G ( ν ; p ) = ‖ Π ν ( p − u ) ‖ 2 2 define a graph-indexed spectrum of ordinal non-uniformity. In the present manuscript, G is the adjacent-transposition Cayley graph, whose graph distance coincides with Kendall’s inversion distance. We show that the López–Ruiz–Mancini–Calbet disequilibrium is exactly the total positive-frequency OPS power, D LMC ( p ) = ∑ ν > 0 P G ( ν ; p ) , whereas the graph Dirichlet energy is the first frequency-weighted spectral moment. This identity is specific to the Euclidean geometry of D LMC ; the OPS is therefore presented as a graph-spectral decomposition of Euclidean ordinal disequilibrium, not as a general decomposition of all information divergences or statistical-complexity measures. Analytic examples show that ordinal distributions with identical entropy and identical Euclidean disequilibrium can allocate their non-uniform power differently across graph frequencies. Numerical experiments with the logistic map and AR(1) processes, together with a real physiological waveform proof of concept based on ventilator signals, illustrate that the OPS can reveal graph-frequency organization of ordinal disequilibrium beyond scalar summaries. We also discuss stability as a downstream transform of Bandt–Pompe distributions, computational scaling in the practical range m = 3 –6, and limitations related to graph choice, finite-sample estimation, and non-Euclidean probability geometries.

Chaos Solitons & FractalsVol. 213
National University of Quilmes (AR), Consejo Nacional de Investigaciones Científicas y Técnicas (AR), Hospital Italiano de Buenos Aires (AR), Universidad Hospital Italiano (AR)
Openalex Percentile: Top 7%
Complex Systems and Time Series Analysis
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