Characterizing uncertainty is a common issue in nuclear
measurement and has important implications for reliable physical
discovery. Traditional methods are either insufficient to cope with
the heterogeneous nature of uncertainty or inadequate to perform
well with unknown mathematical models. In this paper, we propose
using multi-layer convolutional neural networks for empirical
uncertainty estimation and feature extraction of nuclear pulse
signals. This method is based on deep learning, a recent development
of machine learning techniques, which learns the desired mapping
function from training data and generalizes to unseen test
data. Furthermore, ensemble learning is utilized to estimate the
uncertainty originating from trainable parameters of the network and
to improve the robustness of the whole model. To evaluate the
performance of the proposed method, simulation studies, in
comparison with curve fitting, investigate extensive conditions and
show its universal applicability. Finally, a case study is made
using data from a NICA-MPD electromagnetic calorimeter module
exposed to a test beam at DESY, Germany. The uncertainty estimation
method successfully detected out-of-distribution samples and also
achieved good accuracy in time and energy measurements.