calculate delta of time series in matlab

To calculate delta or difference between consecutive values in a time series in Matlab, you can use the diff function. The diff function takes a vector as an input and returns a vector, which contains the differences or the delta between consecutive values.

Here is an example code:

main.m
% Create a sample time series data
data = [10, 20, 30, 25, 35, 50, 45, 30];

% Calculate the delta between consecutive values
delta_data = diff(data);

% Display the original data and delta data side-by-side
disp([data(1:end-1)', delta_data'])
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This will give the following output:

main.m
10    10
20    10
30   -5
25    10
35    15
50   -5
45  -15
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In the output, the first column represents the original time series data, and the second column represents the delta or the difference between consecutive values.

Note that the output vector is one element shorter than the input vector because the first element of the input vector does not have a previous element to calculate the difference with.