Constructing optimal prediction intervals by using neural networks and bootstrap method

Khosravi, Abbas, Nahavandi, Saeid, Srinivasan, Dipti and Khosravi, Rihanna 2015, Constructing optimal prediction intervals by using neural networks and bootstrap method, IEEE Transactions on neural networks and learning systems, vol. 26, no. 8, pp. 1810-1815, doi: 10.1109/TNNLS.2014.2354418.

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Title Constructing optimal prediction intervals by using neural networks and bootstrap method
Author(s) Khosravi, AbbasORCID iD for Khosravi, Abbas
Nahavandi, SaeidORCID iD for Nahavandi, Saeid
Srinivasan, Dipti
Khosravi, Rihanna
Journal name IEEE Transactions on neural networks and learning systems
Volume number 26
Issue number 8
Start page 1810
End page 1815
Total pages 6
Publisher IEEE
Place of publication Piscataway, N.J.
Publication date 2015-08-08
ISSN 2162-2388
Keyword(s) Bootstrap
uncertainty quantification
Science & Technology
Computer Science, Artificial Intelligence
Computer Science, Hardware & Architecture
Computer Science, Theory & Methods
Engineering, Electrical & Electronic
Computer Science
Summary This brief proposes an efficient technique for the construction of optimized prediction intervals (PIs) by using the bootstrap technique. The method employs an innovative PI-based cost function in the training of neural networks (NNs) used for estimation of the target variance in the bootstrap method. An optimization algorithm is developed for minimization of the cost function and adjustment of NN parameters. The performance of the optimized bootstrap method is examined for seven synthetic and real-world case studies. It is shown that application of the proposed method improves the quality of constructed PIs by more than 28% over the existing technique, leading to narrower PIs with a coverage probability greater than the nominal confidence level.
Language eng
DOI 10.1109/TNNLS.2014.2354418
Field of Research 080108 Neural, Evolutionary and Fuzzy Computation
Socio Economic Objective 970109 Expanding Knowledge in Engineering
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2015, IEEE
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Created: Wed, 26 Aug 2015, 08:58:38 EST

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