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 .

	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