Uncertainty-Aware Predictive Process Monitoring in Healthcare: Explainable Insights into Probability Calibration for Conformal Prediction

In high-stakes decision-making environments, predictive models must deliver not only high accuracy but also reliable uncertainty estimations and transparent explanations. This study explores the integration of probability calibration techniques with Conformal Prediction (CP) within a predictive process monitoring (PPM) framework tailored to healthcare analytics. CP is renowned for its distribution-free prediction regions and formal coverage guarantees under minimal assumptions; however, its practical utility critically depends on well-calibrated probability estimates. We compare a range of post-hoc calibration methods—including parametric approaches like Platt scaling and Beta calibration, as well as non-parametric techniques such as Isotonic Regression and Spline calibration—to assess their impact on aligning raw model outputs with observed outcomes. By incorporating these calibrated probabilities into the CP framework, our multilayer analysis evaluates improvements in prediction region validity, including tighter coverage gaps and reduced minority error contributions. Furthermore, we employ SHAP-based explainability to explain how calibration influences feature attribution for both high-confidence and ambiguous predictions. Experimental results on process-driven healthcare data indicate that the integration of calibration with CP not only enhances the statistical robustness of uncertainty estimates but also improves the interpretability of predictions, thereby supporting safer and robust clinical decision-making.