Research Article
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
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| | 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 |
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