I have some time series data and am using some Deep Learning techniques to get its prediction. Now, I would like to construct confidence bounds for it.
I calculated the residuals, their mean and standard deviation. Then I plotted prediction vs residuals and calculated mean + 3$\sigma$ and mean - 3$\sigma$, and plotted them on my graph. So, I have something like this
Now, I would like to use a similar technique so that I can have confidence bounds on time series plots.