The first gravitational-wave (GW) signal was detected in the year 2015 indicating tiny distortions of spacetime caused by accelerated masses. We focused on the GW signals consisting of a peak GW strain of 1.0 * 10^{-21} that shows merging pairs of large masses. We applied the generalized entropy known as multiscale entropy to the GW interval time series recorded by different observatories (H1, L1, and V1). This enables us to investigate the behavior of entropies on different scales as a method of studying complexity and organization. We found that the entropies of GW interval data with similar physical properties make the identical manner in different scales. Moreover, the results reveal that the signals collected by each observatory have approximately a similar trend in the multiscale analysis results. According to our findings, although different signals have different values for short-range correlations, the long-range correlations are not noticeable in most of them.
