误差传递公式（law of propagation of uncertainties）

已于 2022-06-02 16:24:04 修改
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分类专栏： time series analysis 文章标签： 时间序列 插值
于 2022-06-02 16:03:27 首次发布
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在统计学中，不确定性的传播(或误差的传播)是变量的不确定性(或误差，更具体地说是随机误差)对基于它们的函数的不确定性的影响。当变量是实验测量值时，由于测量限制(如仪器精度)，它们具有不确定性，这种不确定性由于函数中变量的组合而传播。

实际的计算需要用到雅可比公式
我们这里暂时不放，只放一些简单的例子用于计算

在这里插入图片描述

误差传递公式的计算需要时间序列的插值中，被广泛的应用

举个栗子1

在这里插入图片描述
计算方法
对应前面式子的关系
C = A + B 2 C=\frac{A+B}{2}

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