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

Table 5

RCmvMFFE of three-channel synthetic dataset with different .

	−0.4	−0.3	−0.2	−0.1	0	0.1	0.2	0.3	0.4	0.5
Group 1	0.5850	0.7149	0.8411	0.9505	1.0241	1.0330	0.9312	0.6402	−0.0129	−1.2583
Group 2	0.5626	0.6840	0.8000	0.8977	0.9586	0.9548	0.8422	0.5462	−0.0730	−1.3068
Group 3	0.5156	0.6210	0.7184	0.7954	0.8342	0.8089	0.6791	0.3769	−0.2243	−1.3868
Group 4	0.4463	0.5320	0.6073	0.6605	0.6751	0.6274	0.4815	0.1773	−0.3962	−1.4684