The DOI matches its Crossref record; 33 of the 33 references it cites were found in a registry or an index.
Lower Upper Bound Estimation Method for Construction of Neural Network-Based Prediction Intervals
Abstract
Prediction intervals (PIs) have been proposed in the literature to provide more information by quantifying the level of uncertainty associated to the point forecasts. Traditional methods for construction of neural network (NN) based PIs suffer from restrictive assumptions about data distribution and massive computational loads. In this paper, we propose a new, fast, yet reliable method for the construction of PIs for NN predictions. The proposed lower upper bound estimation (LUBE) method constructs an NN with two outputs for estimating the prediction interval bounds. NN training is achieved through the minimization of a proposed PI-based objective function, which covers both interval width and coverage probability. The method does not require any information about the upper and lower bounds of PIs for training the NN. The simulated annealing method is applied for minimization of the cost function and adjustment of NN parameters. The demonstrated results for 10 benchmark regression case studies clearly show the LUBE method to be capable of generating high-quality PIs in a short time. Also, the quantitative comparison with three traditional techniques for prediction interval construction reveals that the LUBE method is simpler, faster, and more reliable.
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A review of wind speed and wind power forecasting with deep neural networks
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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
Self-citationReview on probabilistic forecasting of photovoltaic power production and electricity consumption
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Metadata
- Authors
- Khosravi, A., Nahavandi, S., Creighton, D., & Atiya, A. F.
- Venue
- IEEE Transactions on Neural Networks
- Published
- 2011-03
- Volume
- 22
- Issue
- 3
- Pages
- 337-346
- ISSN
- 1045-9227 (ISSN-L)
- 1941-0093
- OpenAlex
- W2132477882
- Cited by
- 758
- References
- 33
- FWCI
- 8.84
- Type
- journal article
- Language
- en
- Open access
- closed
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