95% uncertainty bounds

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B
B on 21 Mar 2022
Commented: B on 21 Mar 2022
Hi,
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

Answers (1)

Dave B
Dave B on 21 Mar 2022
Edited: Dave B on 21 Mar 2022
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')
  1 Comment
B
B on 21 Mar 2022
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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