There is a manual option to get save reminders by modifying " INTERVAL FOR SAVE CHANGES REMINDER" setting in customer defaults (gateway/general/part) but if you want to have automatic save operation commencing at a time period then you will probably require a routine to do so.
I have no idea if this practise is followed anywhere so would surely like to get experts opinion on the same (i am scared if the session gets terminated while saving the files...it might leave you with corrupted files).
Automatic saving was discussed in the past if I recall, but Siemens will not add it to NX as there are several negative things to consider, one of them being the fact that saving removes any undo marks.
Always do a manual save at convenient times (where losing undo capability is ok) and if you are seriously concerned about power outages look into a UPS system, you can buy these on Amazon for as little as £60.
Lenovo ThinkPad W540, Win7, 16GB. Developing in: Java | C | KF
Production: [NX22.214.171.124 MP11 64bit] Testing: [NX126.96.36.199 MP1]
I second @Inch's suggestion of using a battery backup, or "uninterruptible power supply" (UPS). If/when your power goes out, one of these will power your computer long enough so that you can save your files and shut down properly.