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Confidence interval prediction for neural network models
Abstract
To derive an estimate of a neural network's accuracy as an empirical modeling tool, a method to quantify the confidence intervals of a neural network model of a physical system is desired. In general, a model of a physical system has error associated with its predictions due to the dependence of the physical system's output on uncontrollable or unobservable quantities. A confidence interval can be computed for a neural network model with the assumption of normally distributed error for the neural network. The proposed method accounts for the accuracy of the data with which the neural network model is trained.
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Cited by
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Jiménez-Luna, J., Grisoni, F., & Schneider, G. (2020) · Nature Machine Intelligence · doi:10.1038/s42256-020-00236-4 · Cited by 1,063
Lower Upper Bound Estimation Method for Construction of Neural Network-Based Prediction Intervals
Khosravi, A., Nahavandi, S., Creighton, D., & Atiya, A. F. (2011) · IEEE Transactions on Neural Networks · doi:10.1109/tnn.2010.2096824 · Cited by 758
Short-Term Load and Wind Power Forecasting Using Neural Network-Based Prediction Intervals
Quan, H., Srinivasan, D., & Khosravi, A. (2014) · IEEE Transactions on Neural Networks and Learning Systems · doi:10.1109/tnnls.2013.2276053 · Cited by 614
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An, D., Kim, N. H., & Choi, J.-H. (2015) · Reliability Engineering & System Safety · doi:10.1016/j.ress.2014.09.014 · Cited by 451
Metadata
- Authors
- Chryssolouris, G., Lee, M., & Ramsey, A.
- Venue
- IEEE Transactions on Neural Networks
- Published
- 1996
- Volume
- 7
- Issue
- 1
- Pages
- 229-232
- ISSN
- 1045-9227 (ISSN-L)
- OpenAlex
- W2107376597
- Cited by
- 229
- References
- 0
- FWCI
- 6.25
- Type
- journal article
- Language
- en
- Open access
- closed
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- Chryssolouris, G., Lee, M., & Ramsey, A. (1996). Confidence interval prediction for neural network models. IEEE Transactions on Neural Networks. https://doi.org/10.1109/72.478409
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.