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Abstract Conformal prediction provides machine learning models with prediction sets that offer theoretical guarantees, but the underlying assumption of exchangeability limits its applicability to time series data. Furthermore, existing approaches struggle to handle multi-step ahead prediction tasks, where uncertainty estimates across multiple future time points are crucial. We propose JANET (JointAdaptive predictioN-regionEstimation forTime-series), a novel framework for constructing conformal prediction regions that are valid for both univariate and multivariate time series. JANET generalises the inductive conformal framework and efficiently produces joint prediction regions with controlledK-familywise error rates, enabling flexible adaptation to specific application needs. Our empirical evaluation demonstrates JANET’s superior performance in multi-step prediction tasks across diverse time series datasets, highlighting its potential for reliable and interpretable uncertainty quantification in sequential data. 

Precise and reliable climate projections are required for climate adaptation and mitigation, but Earth system models still exhibit great uncertainties. Several approaches have been developed to reduce the spread of climate projections and feedbacks, yet those methods cannot capture the nonlinear complexity inherent in the climate system. Using a Transfer Learning approach, we show that Machine Learning can be used to optimally leverage and merge the knowledge gained from global temperature maps simulated by Earth system models and observed in the historical period to reduce the spread of global surface air temperature fields projected in the 21st century. We reach an uncertainty reduction of more than 50% with respect to state-of-the-art approaches while giving evidence that our method provides improved regional temperature patterns together with narrower projections uncertainty, urgently required for climate adaptation. 

Abstract Despite the importance of quantifying how the spatial patterns of heavy precipitation will change with warming, we lack tools to objectively analyze the storm-scale outputs of modern climate models. To address this gap, we develop an unsupervised, spatial machine-learning framework to quantify how storm dynamics affect changes in heavy precipitation. We find that changes in heavy precipitation (above the 80th percentile) are predominantly explained by changes in the frequency of these events, rather than by changes in how these storm regimes produce precipitation. Our study shows how unsupervised machine learning, paired with domain knowledge, may allow us to better understand the physics of the atmosphere and anticipate the changes associated with a warming world.