Research Article
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
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| | −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 |
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