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From fleet trajectories to single-cell promises: hierarchically weighted conformal prediction for battery SOH monitoring

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Interval predictions from conformal prediction are usually read as "90% coverage", but on nested battery data that number promises the fleet average, not the individual cell. We measure the gap on 124 public LFP cells under a preregistered three-tier reporting protocol (fleet, batch, cell): pooled coverage looks healthy (0.875-0.906 across splits) while the worst cell is covered 0.1-2% of the time, with exact binomial tests against the nominal level. We then repair part of the gap with a hierarchically weighted conformal engine whose weights consume only side information frozen at prediction time - signature features, batch labels, cycle indices - and never touch residuals. The preregistered repair criterion passes: 10th-percentile cell coverage moves 0.750 to 0.830 (53% of the gap), the worst cell 0.642 to 0.694, with zero deferrals and a flat sensitivity spectrum. What the engine does not repair is localized rather than left open: under protocol drift the frozen weights harm monotonically on the SOH scale (the absolute scale is reported in full), a structural dead end we report instead of tuning away; and repair capacity is bounded by calibration-pool battery diversity, measured on both datasets. On a cross-chemistry external set the calibrated intervals collapse (0.286), while the within-domain skeleton replicates (pooled 0.933, worst cell 0.686). The deliverable is a reporting protocol - three tiers of promise anchored to measured regimes, worst-cell statistics, deferral share - that makes per-cell interval claims auditable before deployment.

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