Difference operator - Suggestion for...

[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.

[janezd]

Thanks for this suggestion. I agree this should be changed, preferably in a way that would let the user choose the difference operator (at least to maintain backwards compatibility with existing outputs).

As I just wrote in #278, this add-on would need a caretaker. (Also, some house-cleaning would be welcome.)

[alaindebecker]

Ok. Let me some time to get my hands ons (which may take a while: the learning curve is smooth but there is a long way to climb), and I'll come back with a proposal.

[wvdvegte]

While working on the Difference widget, could you please also look into #243? It's very annoying that it forgets its settings.