Quantification of Prediction Uncertainty in Artificial Neural Network Models

The research towards improving the prediction and forecasting of artificial neural network (ANN) based models has gained significant interest while solving various engineering problems. Consequently, different approaches for the development of ANN models have been proposed. However, the point estimation of ANN forecasts seldom explains the actual mechanism that brings the relationship among modeled variables. This raises the question on the model output while making decisions due to the inherent variability or uncertainty associated. The standard procedure though available for the quantification of uncertainty, their applications in ANN model are still limited. In this chapter, commonly employed uncertainty methods such as bootstrap and Bayesian are applied in ANN and demonstrated through a case example of flood forecasting models. It also discusses the merits and limitations of bootstrap ANN (BTANN) and Bayesian ANN (BANN) models in terms of convergence of parameter and quality of prediction interval evaluated using uncertainty indices.