[R] Forecasting Uncertainly

Ricardo Bessa bessa_ricardo at hotmail.com
Sun Feb 18 20:32:38 CET 2007


Does anyone know a function to calculate non-parametric prediction intervals 
of an output from a neural network?
The probabilistic distribution of the target variable is not normal.
I need a way to estimate uncertainly in a forecasting obtained with a neural 
network.


Regards,
Ricardo Bessa



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