SAGA: A Sequence-Adaptive Generative Architecture for Multi-Horizon Probabilistic Forecasting with Adaptive Temporal Conformal Prediction
SAGA：结合自适应时间共形预测的多期限概率预测架构
Microsimulation models used by ministries of finance and central banks rely on parametric processes for lifetime earnings that capture only first and second moments of the conditional distribution and miss long-range nonlinear structure. We propose SAGA, a decoder-only transformer for irregular tabular panel sequences, paired with a split conformal calibration wrapper that delivers individual-level prediction intervals with finite-sample marginal coverage guarantees. Trained…