MATLAB: Neural network simulation

neural networkneural network toolboxsimulation

Is it possible to use the neural network toolbox to create scenarios for the output? As I understand, the sim function gives a forecast of the output. However, what I want is to create several scenario paths to capture the risk in the future values of the output variable.
Thanks for help!

Best Answer

Add random noise to the test data to get performance vs snr.
Better yet, systematically add noise to all the data to get a number of nets, each of which was designed at a constant SNR level. Then, for each net, test with each of the noise levels to get a performance matrix of size SNRtrain x SNRtest.