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Prediction intervals are a valuable way of quantifying uncertainty in regression problems.
Regression quantiles
R. Koenker and G. Bassett Jr · 1978
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Learning local error bars for nonlinear regression
D. A. Nix and A. S. Weigend · 1995
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Practical confidence and prediction intervals
T. Heskes · 1997
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J. G. Hwang and A. A. Ding · 1997
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Prediction intervals for neural networks via nonlinear regression
R. D. De VlEAUX, J. Schumi, J. Schweinsberg, and L. H. Ungar · 1998
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Confidence and prediction intervals for neural network ensembles
J. G. Carney, P. Cunningham, and U. Bhagwan · 1999
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Machine learning approaches for estimation of prediction interval for the model output
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A. Khosravi, S. Nahavandi, and D. Creighton · 2010
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Lower upper bound estimation method for construction of neural network-based prediction intervals
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Comprehensive review of neural network-based prediction intervals and new advances
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