SPACE is proposed, a conformal wrapper for sample-generating multivariate forecasters that consistently brings realized joint and rolling coverage closer to the nominal target, achieving superior coverage-efficiency tradeoffs relative to competing wrappers.
Abstract
Modern probabilistic time-series forecasters often express uncertainty through forecast samples. While typically converted into nominal prediction regions using empirical quantiles, these model-implied sets lack formal coverage guarantees and frequently deviate from nominal targets under distribution shift. Existing multivariate conformal methods can calibrate these regions online, but they typically estimate geometry from historical residuals using fixed or accumulating look-back windows. This reliance on the past limits their ability to exploit the instantaneous dependence structure of current predictions and leaves them vulnerable to stale-regime contamination. To address this, we propose SPACE, a conformal wrapper for sample-generating multivariate forecasters. SPACE constructs ellipsoidal joint prediction regions by estimating time-local covariance geometry directly from the current forecast sample cloud, calibrating the region's radius via a dynamic backward window-selection scheme. Across diverse multivariate datasets, probabilistic forecasters, and conformal baselines, SPACE consistently brings realized joint and rolling coverage closer to the nominal target, achieving superior coverage-efficiency tradeoffs relative to competing wrappers.
This article investigates several physics-informed and hybrid machine learning strategies that incorporate physics knowledge in experimental data-driven deep-learning models for predicting the bond quality and porosity of fused filament fabrication (FFF) parts. Three types of strategies are explored to incorporate physics constraints and multi-physics FFF simulation results into a deep neural network (DNN), thus ensuring consistency with physical laws: (1) incorporate physics constraints within the loss function of the DNN, (2) use physics model outputs as additional inputs to the DNN model, and (3) pre-train a DNN model with physics model input-output and then update it with experimental data. These strategies help to enforce a physically consistent relationship between bond quality and tensile strength, thus making porosity predictions physically meaningful. Eight different combinations of the above strategies are investigated. The results show how the combination of multiple strategies produces accurate machine learning models even with limited experimental data.
B. Kapusuzoglu, S. Mahadevan· JOM· 79 citations· ⚡2
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