Robust Ensemble Framework for Extrapolation and Uncertainty Quantification across Limited Time-Series Data in Prognostics

Abstract

Remaining Useful Life (RUL) prediction for turbofan engines is critical for balancing operational safety against maintenance costs and environmental impact from premature replacements. Models must reliably extrapolate beyond training data, yet no single method performs optimally across all operational contexts, making model selection fundamentally heuristic. Rather than demonstrating individual model superiority, this work recognizes that reliable prognostic performance emerges from adaptive model contribution. This work introduces an ensemble framework integrating three components: (1) legacy-representative data splitting that mirrors realistic deployment where models predict for newer assets using historical data, (2) median absolute deviation-based outlier filtering for stability, and (3) WTA³ weighting that dynamically adjusts model influence based on cycle-by-cycle performance. This treats model coordination as a time-varying optimization problem adapting to evolving degradation patterns. The framework is validated on NASA CMAPSS data using six diverse models spanning traditional machine learning (Random Forest, XGBoost, Support Vector Regression) and deep learning (LSTM, CNN, Transformer). We investigate how prediction robustness changes during temporal extrapolation, whether adaptive weighting provides more stable forecasts than individual models or fixed combinations, and how uncertainty quantification supports safer maintenance decisions. Initial validation demonstrates that the WTA³ meta-ensemble achieves approximately 3 cycles RMSE and under 3 cycles MAE, representing over 30% improvement over the best individual model, with particularly strong performance in the critical late-life phase. The ensemble maintains highly stable predictions with well-calibrated confidence intervals and substantially improved coverage compared to individual models. This work reframes prognostics from competitive model selection to adaptive coordination, demonstrating that ensemble stability under extrapolation can be systematically achieved. The approach provides actionable confidence bounds for aerospace maintenance programs, enabling cost-efficient scheduling while reducing environmental waste, directly supporting both economic and sustainability objectives where data scarcity and safety criticality are paramount.