Neural network simulation
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Is it possible to use the neural network toolbox to create scenarios for the output? As I understand, the sim function gives a forecast of the output. However, what I want is to create several scenario paths to capture the risk in the future values of the output variable.
Thanks for help!
Accepted Answer
Greg Heath
on 1 Feb 2015
Add random noise to the test data to get performance vs snr.
Better yet, systematically add noise to all the data to get a number of nets, each of which was designed at a constant SNR level. Then, for each net, test with each of the noise levels to get a performance matrix of size SNRtrain x SNRtest.
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