user3123955 - 1 year ago 156

Python Question

I was wondering if numpy or scipy had a method in their libraries to find the numerical derivative of a list of values with non-uniform spacing. The idea is to feed in the timestamps that correspond to the values and then for it to use the timestamps to find the numerical derivative.

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Answer Source

You can create your own functions using numpy. For the derivatives using forward differences (edit thanks to @EOL, but note that **NumPy's diff() is not a differentiate function**):

```
def diff_fwd(x, y):
return np.diff(y)/np.diff(x)
```

"central" differences (it is not necessarily central, depending on your data spacing):

```
def diff_central(x, y):
x0 = x[:-2]
x1 = x[1:-1]
x2 = x[2:]
y0 = y[:-2]
y1 = y[1:-1]
y2 = y[2:]
f = (x2 - x1)/(x2 - x0)
return (1-f)*(y2 - y1)/(x2 - x1) + f*(y1 - y0)/(x1 - x0)
```

where `y`

contains the function evaluations and `x`

the corresponding "times", such that you can use an arbitrary interval.

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