Research Article
Refined Composite Multivariate Multiscale Fractional Fuzzy Entropy: Measuring the Dynamical Complexity of Multichannel Financial Data
Table 2
RCmvMFE of three-channel synthetic dataset with different
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| | 1 | 5 | 10 | 15 | 20 | 25 | 30 | 35 | 40 |
| Group 1 | 0.4718 | 0.3318 | 0.3079 | 0.2946 | 0.2847 | 0.2775 | 0.2706 | 0.2632 | 0.2561 | Group 2 | 0.4254 | 0.2856 | 0.2609 | 0.2481 | 0.2383 | 0.2314 | 0.2261 | 0.2222 | 0.2192 | Group 3 | 0.4409 | 0.2071 | 0.1686 | 0.1559 | 0.1449 | 0.1466 | 0.1439 | 0.1424 | 0.1401 | Group 4 | 0.4718 | 0.1406 | 0.0778 | 0.0561 | 0.0455 | 0.0399 | 0.0366 | 0.0348 | 0.0339 |
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