MATLAB code for Monte Carlo spline construction with uncertainty propagation

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Authors: Sarah A. Shackleton
Cited by: 0

Abstract

MATLAB code for constructing a splined record and associated uncertainties from data with uncertainties in both x and y. The spline is generated using a Monte Carlo approach incorporating bootstrapping to propagate uncertainties and estimate errors. User inputs include the x and y data and their uncertainties, the desired spline time window and resolution, and the degree of smoothing applied. Outputs include the splined record, its time derivative, and 1-sigma uncertainty estimates for both quantities.

Fields of Study & Subjects

Statistical and numerical algorithms Computational Physics and Python Applications Scientific Measurement and Uncertainty Evaluation

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
26 January 2026