MATLAB: How to calculate prediction interval of ANN

annprediction interval

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

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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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MATLAB: How do i calculate the accuracy of ANN

So this is regression, not classification. Use fitnet and vary the number of hidden nodes. For each value of hidden nodes, design Ntrials nets that differ by the set of random initial weights.

For examples, search the NEWSGROUP and ANSWERS using

 greg fitnet Hub Ntrials

Use the training record tr to separate the trn/val/tst indices and performances.

Choose a performance index

MSE % scale dependent Useless unless compared with something

NMSE = MSE/mean(var(target',1)) % Normalized MSE; Typically 0 <= NMSE <= 1

R2 = 1-NMSE % fraction of target variance that is modeled by the net (Search Rsquare in Wikipedia)

Separately tabulate the trn/val/tst results. Choose the net that has the best validation performance. If there are several with performances that are not significantly different, choose one with the smallest number of hidden nodes.

Use the corresponding test performance to predict performance on unseen data if the net is deployed.

Searching the NEWSGROUP and ANSWERS with

 greg ntrials

will provide examples.

Thank you for formally accepting my answer.

Greg

MATLAB: How to create target matrix for ANN

The target matrix for a c-class classifier should contain {0,1} unit vector columns from the unit matrix eye(c). The functions IND2VEC and VEC2IND are used to convert from trueclassindices to target vectors and from output vectors to estimatedclassindices.

 help ind2vec
 doc ind2vec
 help vec2ind
 doc vec2ind

Examples:

 trueclassindices = [ 1 5 2 4 3 ]
 target = full(ind2vec([trueclassindices]))
 output = fliplr(target)
 estimatedclassindices =  vec2ind(output)

Hope this helps.

Thank you for formally accepting my answer

Greg

Best Answer

Related Solutions

MATLAB: How do i calculate the accuracy of ANN

MATLAB: How to create target matrix for ANN

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