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Difference operator - Suggestion for...  #279

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@alaindebecker

Description

@alaindebecker
Timeseries version

0.6.3

Orange version

3.36.2

Use case

Some models are based on the mathematical derivative which is better estimated by the symetric difference $dx_i \approx \frac {x_{i+1} - x_{i-1}} 2$ rather than the first différence $\Delta x_i= x_{i+1} - x_i$.

This is speciallly important if the data does not come at regular interval. In such case you should use the approximation
$$\frac {dx} {dt} \approx \frac {x_{i+1} - x_{i-1}} {t_{i+1} - t_{i-1}}$$
to compensate for the fact that the $t_{i+1}- t_i$ may vary in time.

Expected behavior
  • Propose to compute the symetric difference.

  • Propose to have an Adapative time step.
    unless this is what is called change quotient in which case the label is rather ambigous, and do not allow to compute the logarithmic derivative $\frac {dx} x$ or the elasticity $\frac {\Delta x} x$.

Actual behavior

Those options are not proposed.

Steps to reproduce the behavior

Not a bug but "nice to have".

Additional info (worksheets, data, screenshots, ...)

While you are there, could you please update the documention about the "change quotient" option.

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