Covariate-rich time-series forecasting requires deciding how external variables enter the target forecasting path. Existing Transformer-based forecasters usually build a covariate representation and pass it to the encoder without an explicit admission stage. This paper studies pre-encoder covariate admission as an input-side interface that regulates that representation immediately before encoder processing. We implement the interface with a lightweight representation-level pre-encoder gate that assigns sigmoid scores to representation units, and we also study a usage-regularized variant that penalizes average admission. The interface is evaluated as a plug-in module for TimeXer, Inverted Transformer (iTransformer), and Patch Time Series Transformer (PatchTST) under a zero-extra-tuning protocol, where each gated model inherits the corresponding baseline configuration. Experiments on the Electricity Transformer Temperature minute-level (ETTm1 and ETTm2) datasets, Traffic, Energy, and influenza-like illness (ILI) include paired forecasting comparisons, gate-placement ablation, initialization ablation, controlled covariate-admission analysis, and a variance inflation factor (VIF)-informed permutation feature importance (PFI) diagnostic case study. In the tested settings, the gate is competitive with the corresponding baselines, and the usage penalty reduces average admission scores while keeping forecasting errors close to the unpenalized TimeXer setting.
Figures & tables
Figure 1: Architecture of the pre-encoder covariate admission gate
Table 2: TimeXer ablation on gate placement and learnability
Dataset
NoGate
PreEncoderGate
p0=0.500
p0=0.700
p0=0.900
MSE
MAE
MSE
MAE
MSE
MAE
MSE
MAE
MSE
MAE
ETTm1
0.052
0.171
0.052
0.171
0.052
0.171
0.052
0.171
0.052
0.171
ETTm2
0.120
0.258
0.119
0.255
0.119
0.256
0.120
0.257
0.120
0.257
Energy
0.259
0.361
0.258
0.361
0.259
0.361
0.257
0.361
0.258
0.363
ILI
0.726
0.670
0.719
0.673
0.722
0.672
0.725
0.672
0.727
0.672
Overall
0.289
0.365
0.287
0.365
0.288
0.365
0.288
0.365
0.289
0.366
Table 3: TimeXer ablation on gate initialization
Dataset
Variant
Admission setting
Average admission score
MSE
MAE
ETTm1
FullCov
all covariates
1.000
0.052
0.171
TargetOnly
no physical covariates
0.000
0.053
0.172
RandomK
random subset ( k=5 )
0.833
0.052
0.172
VIFLowK
low-VIF subset ( k=5 )
0.833
0.052
0.172
UsageGate
λ=0
0.427
0.053
0.173
UsageGate
penalty ( λ=10−1 )
0.003
0.053
0.172
Table 4: Controlled covariate admission analysis with TimeXer
Figure 2: Learned gate weight versus VIF on ETTm2 . The plot summarizes the relation between linear covariate redundancy and average gate weight in the analyzed setting.
Covariate/Group
VIF
Gate Weight
Model
PFI
MSE
MAE
DTW
HUFL
2.637
0.655
TimeXer-Gate
0.000
0.000
0.012
–
TimeXer
0.001
0.001
0.023
HULL
16.956
0.448
TimeXer-Gate
0.000
0.000
0.004
–
TimeXer
0.000
0.000
0.004
MUFL
2.038
0.665
TimeXer-Gate
0.001
0.001
0.026
Table 5: PFI perturbation analysis on ETTm2
Dataset
Method
Metric
Horizon
H1
H2
H3
H4
AVG
ETTm1
TimeXer-Gate
MSE
0.028
0.043
0.056
0.079
0.052
MAE
0.125
0.158
0.183
0.216
0.171
TimeXer
MSE
0.028
0.043
0.058
0.079
0.052
MAE
0.125
0.158
0.185
0.217
0.171
iTransformer
MSE
0.029
0.045
0.060
0.079
0.053
Table 6: TimeXer-Gate comparison with forecasting baselines
Dataset
Method
Metric
Horizon
H1
H2
H3
H4
AVG
Traffic
TimeXer-Gate
MSE
0.149
0.150
0.148
0.165
0.153
MAE
0.224
0.229
0.230
0.247
0.232
TimeXer
MSE
0.151
0.152
0.150
0.172
0.156
MAE
0.224
0.229
0.232
0.253
0.235
iTransformer
MSE
0.156
0.156
0.154
0.177
0.161
Table 6: TimeXer-Gate comparison with forecasting baselines (continued)
The AMSS Center of Forecasting Science, Chinese Academy of Sciences, Beijing, China · Department of Computer Science, Northwestern University, Evanston, IL · Department of Statistics and Data Science, Northwestern University, Evanston, IL +1
University of Zurich, Switzerland · Computer Vision Laboratory, ETH Zurich, Switzerland · MRC Biostatistics Unit, University of Cambridge, United Kingdom