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How to calculate prediction interval of ANN?

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Rita on 1 Nov 2016
Commented: Rita on 3 Nov 2016
How the prediction interval of a neural network can be calculated?


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Accepted Answer

Greg Heath
Greg Heath on 1 Nov 2016
Assuming you mean a NARXNET, there is no analytic formula.
It depends on the significant cross-correlations of the input and target and the significant autocorrelations of the target.
Hope this helps
Thank you for formally accepting my answer.


Rita on 2 Nov 2016
Thanks Greg.I mean the nftool for prediction.I have seen in your comments that [ y - sqrt(mse) , y + sqrt(mse) ] y=net(x) but I got a vector instead of a number with this formula.Thanks again
Greg Heath
Greg Heath on 3 Nov 2016
That is a pointwise formula. What you want is
[-sqrt(mse), sqrt(mse) ]
Hope this helps.

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