How to calculate prediction interval of ANN?

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

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Greg Heath
Greg Heath il 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.
Greg
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Greg Heath
Greg Heath il 3 Nov 2016
That is a pointwise formula. What you want is
[-sqrt(mse), sqrt(mse) ]
Hope this helps.
Greg
Rita
Rita il 3 Nov 2016
Great!Thanks a lot

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