Linked Questions

14
votes
2answers
10k views

How to: Prediction intervals for linear regression via bootstrapping

I am having trouble to understand how to use bootstrapping to calculate prediction intervals for a linear regression model. Can somebody outline a step-by-step procedure? I searched via google but ...
6
votes
1answer
3k views

How do I calculate prediction intervals for random forest predictions?

In regression problems random forests yield a prediction for each case by averaging the results of each single tree in the forest. I would like to draw a 95% prediction interval around each prediction....
8
votes
1answer
3k views

Prediction intervals for kNN regression

I would like compute prediction intervals for predictions made by kNN regression. I can't find any explicit reference to confirm, so my question is - is this approach to computing prediction intervals ...
4
votes
1answer
277 views

Bootstrap intervals for predictions, how to interpret it?

I want to come up with a way to get how confident I am in my predictions. I am not using a Bayesian model so I was thinking a bootstrap confidence interval would be good: I would re-sample my ...
5
votes
3answers
163 views

Forecasting/predicting total sum of donations (following GLM with poisson family and log link)

I am trying to predict the total sum of donations that Monica will receive on https://www.gofundme.com/f/stop-stack-overflow-from-defaming-its-users/ I copied the data and summed for all days the ...
1
vote
1answer
357 views

Making a model to predict the error of another model

So basically I have a machine learning model where I want to have a prediction interval, the model is XGBoost so it is tricky to do Quantile Regression and I was looking for an alternative method to ...
2
votes
1answer
394 views

Prediction Interval for Mean of Predictions

This question is about creating a prediction interval for the mean of predictions from a regressor. Let's say I have arbitrary regression function (not necessarily parametric, could be random forest, ...
1
vote
1answer
106 views

Determining standard deviations and standard errors for non-Gaussian distributions

I have several questions about constructing error bars and using them as weights in the context of fitting, or indeed any kind of weighted statistic -- especially with regards to error and noise ...
3
votes
1answer
225 views

Is there a general and model-independent way of calculating prediction intervals in machine learning for regression task?

I’m training some supervised machine learning algorithm to perform the prediction of a continuous variable. I’m currently applying a nested cross-validation protocol (inner: LOOCV; outer: LOOCV; ...
6
votes
0answers
98 views

Bootstrap Prediction Interval: which residuals to use and which method?

I ask this question referring to the post: Bootstrap prediction interval, where a step by step method for calculating the prediction interval for linear regression models is explained. In the ...
1
vote
0answers
80 views

Prediction intervals for multivariate nearest neighbour forecast?

I'm trying to implement a multivariate nearest neighbour method in R to use in time-series forecasting (reference: Reick and Page, 2000). I managed to validate the model (with cross-validation), and ...