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

Table 6

RCmvMFFE of three-channel synthetic dataset with different .

	1	5	10	15	20	25	30	35	40
Group 1	0.9890	0.9194	0.8950	0.8797	0.8676	0.8592	0.8514	0.8446	0.8388
Group 2	1.0247	0.8635	0.8339	0.8183	0.8083	0.8020	0.7979	0.7943	0.7907
Group 3	1.0418	0.7793	0.7379	0.7248	0.7179	0.7138	0.7117	0.7094	0.7076
Group 4	1.0820	0.7091	0.6401	0.6161	0.6049	0.5987	0.5953	0.5933	0.5923