Can conf_int() be used on predictions from neural network model to calculate confidence interval?












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I am new to forecasting and statistics. I have used a neural network model to get forecast for a time series data. However I am unable to get a confidence interval for my forecast. Please help. Can conf_int() work on neural network based predictions? Are there any proxies I can use for confidence interval (like MAPE) etc.










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  • Hi Hitesh. You should provide more information about your program for anyone to be able to help you. You can add relevant code, what tools did you use, the kind of data you have etc. Otherwise this question is very broad and vague for a reader.

    – Mohit Motwani
    Nov 15 '18 at 10:26











  • Are you sure you are asking about confidence intervals? For time series data, typically we look at prediction intervals not confidence intervals.

    – Alex Kinman
    Nov 16 '18 at 2:18











  • Hi Alex, I can work with prediction interval as well. that would be helpful as well.

    – Hitesh Trivedi
    Nov 16 '18 at 7:03
















0















I am new to forecasting and statistics. I have used a neural network model to get forecast for a time series data. However I am unable to get a confidence interval for my forecast. Please help. Can conf_int() work on neural network based predictions? Are there any proxies I can use for confidence interval (like MAPE) etc.










share|improve this question























  • Hi Hitesh. You should provide more information about your program for anyone to be able to help you. You can add relevant code, what tools did you use, the kind of data you have etc. Otherwise this question is very broad and vague for a reader.

    – Mohit Motwani
    Nov 15 '18 at 10:26











  • Are you sure you are asking about confidence intervals? For time series data, typically we look at prediction intervals not confidence intervals.

    – Alex Kinman
    Nov 16 '18 at 2:18











  • Hi Alex, I can work with prediction interval as well. that would be helpful as well.

    – Hitesh Trivedi
    Nov 16 '18 at 7:03














0












0








0








I am new to forecasting and statistics. I have used a neural network model to get forecast for a time series data. However I am unable to get a confidence interval for my forecast. Please help. Can conf_int() work on neural network based predictions? Are there any proxies I can use for confidence interval (like MAPE) etc.










share|improve this question














I am new to forecasting and statistics. I have used a neural network model to get forecast for a time series data. However I am unable to get a confidence interval for my forecast. Please help. Can conf_int() work on neural network based predictions? Are there any proxies I can use for confidence interval (like MAPE) etc.







python neural-network time-series forecasting confidence-interval






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asked Nov 15 '18 at 10:18









Hitesh TrivediHitesh Trivedi

1




1













  • Hi Hitesh. You should provide more information about your program for anyone to be able to help you. You can add relevant code, what tools did you use, the kind of data you have etc. Otherwise this question is very broad and vague for a reader.

    – Mohit Motwani
    Nov 15 '18 at 10:26











  • Are you sure you are asking about confidence intervals? For time series data, typically we look at prediction intervals not confidence intervals.

    – Alex Kinman
    Nov 16 '18 at 2:18











  • Hi Alex, I can work with prediction interval as well. that would be helpful as well.

    – Hitesh Trivedi
    Nov 16 '18 at 7:03



















  • Hi Hitesh. You should provide more information about your program for anyone to be able to help you. You can add relevant code, what tools did you use, the kind of data you have etc. Otherwise this question is very broad and vague for a reader.

    – Mohit Motwani
    Nov 15 '18 at 10:26











  • Are you sure you are asking about confidence intervals? For time series data, typically we look at prediction intervals not confidence intervals.

    – Alex Kinman
    Nov 16 '18 at 2:18











  • Hi Alex, I can work with prediction interval as well. that would be helpful as well.

    – Hitesh Trivedi
    Nov 16 '18 at 7:03

















Hi Hitesh. You should provide more information about your program for anyone to be able to help you. You can add relevant code, what tools did you use, the kind of data you have etc. Otherwise this question is very broad and vague for a reader.

– Mohit Motwani
Nov 15 '18 at 10:26





Hi Hitesh. You should provide more information about your program for anyone to be able to help you. You can add relevant code, what tools did you use, the kind of data you have etc. Otherwise this question is very broad and vague for a reader.

– Mohit Motwani
Nov 15 '18 at 10:26













Are you sure you are asking about confidence intervals? For time series data, typically we look at prediction intervals not confidence intervals.

– Alex Kinman
Nov 16 '18 at 2:18





Are you sure you are asking about confidence intervals? For time series data, typically we look at prediction intervals not confidence intervals.

– Alex Kinman
Nov 16 '18 at 2:18













Hi Alex, I can work with prediction interval as well. that would be helpful as well.

– Hitesh Trivedi
Nov 16 '18 at 7:03





Hi Alex, I can work with prediction interval as well. that would be helpful as well.

– Hitesh Trivedi
Nov 16 '18 at 7:03












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