Options:
* More formal: Pairwise disjoint set of intervals
* Less formal: set of disjoint intervals
* Less formal: disjoint set of intervals
* Write it as something like "Let $a,b,c$ be disjoint intervals."
Basically, there is no special terminology for what you want. To avoid confusion, just don't use one. If you're using the concept a lot in a paper, you're free to make up a word, or to name the set of all such sets.