How to construct confidence bound for Time Series Prediction?
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I have a Time series and using some Deep Learning techniques I get its prediction. Now I would like to construct confidence bounds for it.
I calculate the residuals, their mean and standard deviation. Then I plot prediction VS residuals plot and calculate mean + 3*sd and mean - 3*sd, and plot those on my graph. So I have something like this 
Now I would like to use a similar technique to have confidence bounds on time series plots.
time-series prediction anomaly-detection
asked 13 mins ago
DickDick
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$begingroup$
I have a Time series and using some Deep Learning techniques I get its prediction. Now I would like to construct confidence bounds for it.
I calculate the residuals, their mean and standard deviation. Then I plot prediction VS residuals plot and calculate mean + 3*sd and mean - 3*sd, and plot those on my graph. So I have something like this
Now I would like to use a similar technique to have confidence bounds on time series plots.
time-series prediction anomaly-detection
asked 13 mins ago
DickDick
11
New contributor
Dick is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
add a comment |
$begingroup$
I have a Time series and using some Deep Learning techniques I get its prediction. Now I would like to construct confidence bounds for it.
I calculate the residuals, their mean and standard deviation. Then I plot prediction VS residuals plot and calculate mean + 3*sd and mean - 3*sd, and plot those on my graph. So I have something like this
Now I would like to use a similar technique to have confidence bounds on time series plots.
time-series prediction anomaly-detection
asked 13 mins ago
DickDick
11
New contributor
Dick is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
I have a Time series and using some Deep Learning techniques I get its prediction. Now I would like to construct confidence bounds for it.
I calculate the residuals, their mean and standard deviation. Then I plot prediction VS residuals plot and calculate mean + 3*sd and mean - 3*sd, and plot those on my graph. So I have something like this
Now I would like to use a similar technique to have confidence bounds on time series plots.
time-series prediction anomaly-detection
time-series prediction anomaly-detection
asked 13 mins ago
DickDick
11
New contributor
Dick is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 13 mins ago
DickDick
11
New contributor
Dick is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 13 mins ago
DickDick
11
New contributor
Dick is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 13 mins ago
DickDick
11
asked 13 mins ago
DickDick
11
11
New contributor
Dick is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
New contributor
Dick is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
Dick is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
add a comment |
add a comment |
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