Prediction Intervals for Artificial Neural Networks

DOI10.2307/2965723MaRDI QIDQ4366256zbMATH OpenOpenAlexFDO

Authors J. T. Gene Hwang, A. Adam Ding

Publication date 1997

Full work available at URL https://doi.org/10.2307/2965723

zbMATH Keywords

Asymptotic propertiesModel selectionIdentifiabilityElectric load forecastingJackknife estimate of coverage probabilityStatistical nonlinear regression

Mathematics Subject Classification ID

Applications of statistics (62P99) Neural nets and related approaches to inference from stochastic processes (62M45)

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• Interpreting neural-network results: a simulation study.
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• A novel multi-step interval prediction model for uncertain data using iterative lower upper bound estimation method
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• Diabetes prediction in Pima Indians using ANN and statistical techniques
• A note on the identifiability of the conditional expectation for the mixtures of neural networks
• MICAI 2004: Advances in Artificial Intelligence
• Machine learning approaches for estimation of prediction interval for the model output.
• Estimation of change points for non-linear (auto-)regressive processes using neural network functions
• Comparison of the performance of multi-layer perceptron and linear regression for epidemiological data
• Forecasting nonlinear time series with neural network sieve bootstrap
• Testing for parameter stability in nonlinear autoregressive models
• Artificial neural networks in time series forecasting: a comparative analysis.
• Predictive uncertainty in environmental modelling
• Prediction Intervals for Neural Networks via Nonlinear Regression
• Modeling time-varying parameters using artificial neural networks: a GARCH illustration
• Prediction of missed number from pin code of ATM card with back propagation method of artificial neural network
• Effect of the selection of input variables on the precision of estimating load models using artificial neural networks
• Uncertainty quantification in neural network classifiers -- a local linear approach
• Density regression and uncertainty quantification with Bayesian deep noise neural networks
• MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL

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