MATLAB: Differentiation of time series data

Question

I have a time series data 'X 'of size 20000 X 50. My step size dt= 0.05

how do I find the velocity of these data

Answer 1

If ts is the timeseries() variable then

X = ts.Data;

extracts the data.

With your data being 20000 x 50 my guess is that you have 20000 measurements for each of 50 entities, rather than 50 measurements for each of 20000 entities. If I am correct, then you would want the y gradient:

xstep = 1;   %doesn't really matter, we are going to ignore
tstep = 0.5; %does matter
[~, ygrad] = gradient(X, xstep, tstep);   %horizontal step first, vertical step second