Quantifying uncertainty in climate projections with conformal ensembles

We introduce conformal ensembling, a new approach to uncertainty quantification in climate projections based on conformal inference. Unlike traditional methods, conformal ensembling seamlessly integrates climate models and observational data across a range of scales to generate statistically rigorous, easy-to-interpret uncertainty estimates. It can be applied to any climatic variable using any ensemble analysis method and outperforms existing inter-model variability methods in uncertainty quantification across all time horizons and most spatial locations under SSP2-4.5. Conformal ensembling is also computationally efficient, requires minimal assumptions, and is highly robust to the conformity measure. Experiments show that it is effective when conditioning future projections on historical reanalysis data compared with standard ensemble averaging approaches, yielding more physically consistent projections.