# SAGA: A Sequence-Adaptive Generative Architecture for Multi-Horizon Probabilistic Forecasting with Adaptive Temporal Conformal Prediction

arXiv: https://arxiv.org/abs/2605.19014 · HTML: https://mlsanity.com/paper/2605.19014/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 17 of its 48 references that are in the map.
- First posted on arXiv 18 May 2026.

## Builds on (most cited first, 17 of 17)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Gaussian Error Linear Units (GELUs)](https://mlsanity.com/paper/1606.08415/) (2016)
- [Axiomatic Attribution for Deep Networks](https://mlsanity.com/paper/1703.01365/) (2017)
- [Membership Inference Attacks against Machine Learning Models](https://mlsanity.com/paper/1610.05820/) (2016)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Deep Networks with Stochastic Depth](https://mlsanity.com/paper/1603.09382/) (2016)
- [On Layer Normalization in the Transformer Architecture](https://mlsanity.com/paper/2002.04745/) (2020)
- [Revisiting Deep Learning Models for Tabular Data](https://mlsanity.com/paper/2106.11959/) (2021)
- [Distribution-Free Predictive Inference For Regression](https://mlsanity.com/paper/1604.04173/) (2016)
- [Conformalized Quantile Regression](https://mlsanity.com/paper/1905.03222/) (2019)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [TabTransformer: Tabular Data Modeling Using Contextual Embeddings](https://mlsanity.com/paper/2012.06678/) (2020)
- [SAINT: Improved Neural Networks for Tabular Data via Row Attention and Contrastive Pre-Training](https://mlsanity.com/paper/2106.01342/) (2021)
- [On Embeddings for Numerical Features in Tabular Deep Learning](https://mlsanity.com/paper/2203.05556/) (2022)
- [Using Sequences of Life-events to Predict Human Lives](https://mlsanity.com/paper/2306.03009/) (2023)

## Abstract (arXiv)

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 on the longitudinal Swedish LISA register over 1990 to 2022, comprising 2,143,817 individuals and 61,284,903 person-years, the model forecasts annual labor earnings at horizons of one to thirty years and aggregates them by Monte Carlo into present-discounted lifetime earnings distributions. Against the canonical Guvenen, Karahan, Ozkan, and Song parametric process and tabular and recurrent baselines, SAGA reduces continuous ranked probability score by 31.9 percent at the ten-year horizon and mean absolute error by 37.7 percent at the twenty-year horizon. Conformal intervals achieve nominal coverage to within 0.4 percentage points marginally and within 2.4 percentage points on the worst-case demographic subgroup. The reconstructed lifetime earnings Gini coefficient is 0.327 against the partially observed truth of 0.341 and the GKOS estimate of 0.378. Model weights, calibration tables, and a synthetic equivalent dataset are released for replication outside the protected SCB MONA environment.