Patterns for Implementing Uncertainty Propagation

Abstract

In this paper, the design patterns Uncertain Number and Propagation Strategy are presented. They are useful for storing uncertainties of values and propagating them throughout calculations in an application. Uncertain Number represents a numerical value and its respective uncertainty. Propagation Strategy represents the propagation method, to correctly propagate the uncertainty throughout an application. This is done according to the Law of Propagation of Uncertainty as defined in the Guide to Expression of Uncertainty in Measurements. This paper addresses software architects, designers and developers having to work with uncertain data e.g. coming from sensors or other measurements.