In a preceding paper, automata and rational expressions have been introduced for words indexed by linear orderings, together with a Kleene-like theorem. We here pursue this work by proposing a hierarchy among the rational sets. Each class of the hierarchy is defined by a subset of the rational operations that can be used. We then characterize any class by an appropriate class of automata, leading to a Kleene theorem inside the class. A characterization by particular classes of orderings is also given.