2021
New Variants of DFA Based on Loess and Lowess Methods: Generalization of the Detrending Moving Average
ICASSP 2021accepted
Proposed early in the 90ies, the detrended fluctuation analysis (DFA) can be used to estimate the Hurst exponent and has been proven relevant in various applications, from economics to biomedical. For the last years, variants have been proposed. They differ in the way to estimate the trend of the ce…