I am using artificial neural network (with Matlab tool) to model my data. Once the model is developed, I can use it for predicting outcomes for a set of inputs. But, generally it gives a deterministic predicted output. I want to get predicted outcome along with the confidence interval of the prediction. How can I get it?
I've not worked with ANNs, but if you aren't using fitted modeling to find estimated residuals, but instead using something deterministic, then it sounds like you aren't using stochastic modeling to be able to estimate uncertainty.
By the way, an interval around a "prediction" is not a confidence interval, but a prediction interval. A prediction is a random variable.
Best wishes - Jim
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https://cdn.intechopen.com/pdfs-wm/14915.pdf
see section 3.1 for the derivation of prediction intervals for FF-ANN
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