Coverage of deep remaining useful life prediction intervals under C MAPSS cross subset transfer
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Abstract
Conformal prediction intervals require a calibration–deployment relationship that can fail when a Remaining Useful Life (RUL) model transfers between operating conditions or fault modes. This study compares seven interval strategies on three compact backbones across all twelve ordered transfers among the four public Commercial Modular Aero-Propulsion System Simulation (C-MAPSS) subsets, giving thirty-six transfer blocks. The reported pooled split-conformal coverage decreases from 0.918 in-domain to 0.606 under transfer, with a minimum of 0.083. Density-Ratio-Weighted Calibration (PORTCAL) has mean coverage 0.589 and Winkler score 358.2 cycles, compared with 0.606 and 347.7 for pooled calibration. A feedback-based, clipped Adaptive Conformal Inference (ACI) implementation has the lowest reported mean Winkler score, 221.1, with coverage 0.755 and width 74.8 cycles. MC-dropout and ensembles have higher transfer coverage than offline conformal variants but remain below the nominal 0.90. These observations concern a simulated benchmark and the specific implementations. Clipping in ACI, estimated and capped weights, dependent trajectory windows and immediate retrospective RUL feedback limit theoretical and deployment interpretations. The results support separate reporting of in-domain and transfer coverage, accompanied by interval width and an explicit information contract.
Keywords
Remaining useful life Conformal prediction Distribution shift Uncertainty quantification Predictive maintenance Commercial modular aero-propulsion system simulation Coverage auditReferences (13)
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