In order to overcome the shortcomings of MSE, the paper proposes a compound multi-scale fuzzy entropy (CMFE) algorithm. In the CMFE algorithm, FuzzyEn is first used to <br>replace the sample entropy, which overcomes the similarity measure mutation. Secondly, for <br>the effect of the fuzzy entropy calculation due to the shortened time series during the coarse-graining process, different coarseness under the same scale factor is used. The average value of the fuzzy entropy of the granulation sequence is taken as the fuzzy entropy value under this scale factor. The specific calculation steps of CMFE are as follows
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