Refined Composite Multivariate Multiscale Fractional Fuzzy Entropy: Measuring the Dynamical Complexity of Multichannel Financial Data

Figure 1

Complexity analyses for three-channel data containing independent WGN and 1/f noise. The plots represent arithmetic means of 20 independent simulations and error bars the standard deviation (SD): (a) mvMFE; (b) RCmvMFE.

(a)

(b)