Research Article
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
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| | 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 |
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