Computing the First Order Derivative with Forward Difference¶
This step applies the Forward Difference method to approximate the first order derivative of a function or a time series. Note that step size(s) are known a priori for a time series.
- A function or a time series
- Step size(s)
- First derivative of a function or a time series
- R. L. Burden and J. D. Faires, Numerical Analysis, Fifth Edition, PWS Publishing Co. Boston, MA, 1993.