Creating Fit Curve/Prediction Interval for Scalar output
1 view (last 30 days)
Show older comments
I have some data for which I would like to create a 95% prediction interval, where I could say that 95% of the time the next observed data point will lie within the interval. From what I've found so far, I will need to create a fitted curve to my data and use that with nlpredci to find the interval (for non-linear cases). One thing I'm confused about is how to find a fitted curve. My data is a bunch of scalar values, so I only have one vector to input, not 2 (x and y) like it asks for. This is because I am basically performing a function multiple times that involves some randomness, so each value is unrelated to each other or to an independent variable. I would like to create an interval where if I performed the same function again I could predict its value.
Would it be cutting corners to say the 95% prediction interval is the interval from the 2.5 percentile and the 97.5 percentile of my data? Otherwise I'm not sure how to fit a curve to it.
Thanks!
0 Comments
Answers (0)
See Also
Categories
Find more on Get Started with Curve Fitting Toolbox in Help Center and File Exchange
Products
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!