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

Refined composite multivariate multiscale fractional fuzzy entropy (RCmvMFFE), which aims to sensitively discriminate different short noisy multichannel financial data, is proposed as a new measure to quantify the complexity dynamics of multichannel time series in this work. To better comprehend the...

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Bibliographic Details
Main Authors: Huiqin Chu, Zhiyong Wu, Wei Zhang
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2021/8173590
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