How to calculate the rate of change (derivative) of streaming data?

Question

I have a stream of data that changes over time. How to determine the rate of change using C #?

It has been a long time since the calculus class, but now this is the first time I really need it (after 15 years). Now, when I look for the term "derivatives", I get financial materials and other mathematical things that I think are not needed.

Is reason pointing me in the right direction?

Answer 1

- , , . , . -

n , y, , , - :

deriv = 0
coefficient = (1,-8,0,8,-1)
N = 5 # points
h = 1 # second
for i range(0,N):
   deriv += y[i] * coefficient[i]
deriv /= (12 * h)

N = 5 "3/4 (/)". n, , . N/2 , "".

.

https://en.wikipedia.org/wiki/Savitzky%E2%80%93Golay_filter

Answer 2

V, T, , , . ,

dvdt = (V_now - V_a_moment_ago) / (T_now - T_a_moment_ago);

#.

Answer 3

The rate of change is calculated as follows

• Calculate a delta such as "price minus - price 20 days ago"
• Calculate the rate of change, such as "delta / price 99 days ago"

Answer 4

The total rate of change, i.e. (new_value - original_value) / time?