MATLAB Answers


How to calculate prediction interval of ANN?

Asked by Rita
on 1 Nov 2016
Latest activity Commented on by Rita
on 3 Nov 2016
How the prediction interval of a neural network can be calculated?


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1 Answer

Answer by Greg Heath
on 1 Nov 2016
 Accepted Answer

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.


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
That is a pointwise formula. What you want is
[-sqrt(mse), sqrt(mse) ]
Hope this helps.
Great!Thanks a lot

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