This paper proposes a method that maps the coupling strength of an arbitrary number of signals D, D ≥ 2, into a single time series. It is motivated by the inability of multiscale entropy to jointly analyze more than two signals. The coupling strength is determined using the copula density defined over a [0 1]D copula domain. The copula domain is decomposed into the Voronoi regions, with volumes inversely proportional to the dependency level (coupling strength) of the observed joint signals. A stream of dependency levels, ordered in time, creates a new time series that shows the fluctuation of the signals’ coupling strength along the time axis. The composite multiscale entropy (CMSE) is then applied to three signals, systolic blood pressure (SBP), pulse interval (PI), and body temperature (tB), simultaneously recorded from rats exposed to different ambient temperatures (tA). The obtained results are consistent with the results from the classical studies, and the method itself offers more levels of freedom than the classical analysis.