How to calculate prediction interval of ANN?

How the prediction interval of a neural network can be calculated?

Answer 1

[Greg Heath]

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

[Rita]

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]

That is a pointwise formula. What you want is

 [-sqrt(mse), sqrt(mse) ]

Hope this helps.

Greg

[Rita]

Great!Thanks a lot