95% uncertainty bounds

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B 2022-3-21

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评论： B 2022-3-21

Hi,

Please can some one show me how to compute the 95% Prediction uncertainty (PPU) in MATLAB?

I have tried to look into fit, ci, predint but getting very confused about the fittype, and the results. I am not sure I am using the right functions or commands.

To be clear, I have 100 simulations per day for 44195 days and needs to estimate the interval around daily median or mean. My outputs are just time and paramenter.

Thanks,

KB

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Answer 1

Dave B 2022-3-21

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编辑：Dave B 2022-3-21

If you have 100 simulations per day, and you want to use your simulations to estimate 2.5% to 97.5% around the median (a 95% confidence interval), you could rephrase that as the 2.5th percentile and 97.5th percentile of your simulations.

a = randn(100,44195);

botmedtop = prctile(a,[2.5 50 97.5]); % Lower CI, median, upper CI

plot(botmedtop') % note the transpose, plot will make one line per column and botmedtop is 3 x 44195

legend('Lower','Median','Upper')

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B 2022-3-21

Hi Dave B, thanks for the help. What I want is prediction uncertainty (interval) and not confidence interval (CI). But I perfectly agree with your approach.

Cheers!

Edward

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