[R] Help on prediction intervals

[Ricardo Bessa]

I am trying to estimate prediction intervals for wind power production, it 
is a times series of wind power production. I’m using neural networks for 
prediction, but I need to estimate the uncertainly in the prediction. How 
can I do this in R if I have a probability distribution that is right 
skewness. One tip is to use bootstrap but I don’t know if is possible with 
this method to estimate those intervals.

Any help would be greatly appreciated

Ricardo Bessa