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Article Dans Une Revue Digital Signal Processing Année : 2023

Combining the global trends of DFA or CDFA of different orders

Résumé

When dealing with the detrended fluctuation analysis (DFA) and its variants such as the higher-order DFA and the continuous DFA (CDFA), removing the mean, integrating the signal and detrending it amount to applying an equivalent linear filter characterized by its frequency response. The different variants can hence be compared and their performances can be better understood by looking at the differences between the frequency responses. In this paper, our contribution is threefold: 1/ the higher-order CDFA is derived using two types of approaches. 2/ we show that the frequency responses of two DFAs of different orders can be expressed from each other. Moreover the frequency responses of the CDFA and the DFA are also related to each other. 3/ we propose to combine the global trends obtained with the DFA or the CDFA of different orders. Our purpose is to show how the frequency responses are modified. Illustrations and comments on ARFIMA processes and Weierstrass functions to evaluate their long range dependence are also given.
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Dates et versions

hal-03920420 , version 1 (05-04-2024)

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Eric Grivel, Gaetan Colin, Jeremie Soetens, Pierrick Legrand. Combining the global trends of DFA or CDFA of different orders. Digital Signal Processing, 2023, 134, pp.103906. ⟨10.1016/j.dsp.2023.103906⟩. ⟨hal-03920420⟩
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