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

Table 1

mvMFE of three-channel synthetic dataset with different .

	1	5	10	15	20	25	30	35	40
Group 1	0.3895	0.3247	0.3040	0.2906	0.2784	0.2703	0.2631	0.2544	0.2508
Group 2	0.4251	0.2822	0.2549	0.2440	0.2373	0.2287	0.2243	0.2215	0.2149
Group 3	0.4403	0.2066	0.1699	0.1604	0.1562	0.1527	0.1505	0.1485	0.1493
Group 4	0.4728	0.1413	0.0785	0.0568	0.0455	0.0407	0.0369	0.0351	0.0345