In A DFA approach for assessing asymmetric correlations, by Jose Alvarez-Ramirez, Eduardo Rodriguez, and Juan Carlos Echeverria, have "[...] developed a DFA extension for exploring the existence of asymmetries in the scaling behaviour of time-series". This is by now denote A-DFA. Could be interesting to implement.
The paper can be found here: https://doi.org/10.1016/j.physa.2009.03.007
In A DFA approach for assessing asymmetric correlations, by Jose Alvarez-Ramirez, Eduardo Rodriguez, and Juan Carlos Echeverria, have "[...] developed a DFA extension for exploring the existence of asymmetries in the scaling behaviour of time-series". This is by now denote A-DFA. Could be interesting to implement. The paper can be found here: https://doi.org/10.1016/j.physa.2009.03.007
Qingju Fan proposes an extension to A-DFA based on EMD in http://dx.doi.org/10.1016/j.physa.2015.08.056. This could also be rather interesting to include.