LightGTS-Cov: Covariate-Enhanced Time Series Forecasting

• URL: http://arxiv.org/abs/2602.10412v1
• Date: Wed, 11 Feb 2026 01:51:25 GMT
• Title: LightGTS-Cov: Covariate-Enhanced Time Series Forecasting
• Authors: Yong Shang, Zhipeng Yao, Ning Jin, Xiangfei Qiu, Hui Zhang, Bin Yang,
• Abstract summary: Time series foundation models are typically pre-trained on large, multi-source datasets.<n>We introduce LightGTS-Cov, a covariate-enhanced extension of LightGTS that preserves its lightweight, period-aware backbone.<n>We demonstrate its practical value in two real-world energy case applications.
• Score: 5.893050294112672
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Time series foundation models are typically pre-trained on large, multi-source datasets; however, they often ignore exogenous covariates or incorporate them via simple concatenation with the target series, which limits their effectiveness in covariate-rich applications such as electricity price forecasting and renewable energy forecasting. We introduce LightGTS-Cov, a covariate-enhanced extension of LightGTS that preserves its lightweight, period-aware backbone while explicitly incorporating both past and future-known covariates. Built on a $\sim$1M-parameter LightGTS backbone, LightGTS-Cov adds only a $\sim$0.1M-parameter MLP plug-in that integrates time-aligned covariates into the target forecasts by residually refining the outputs of the decoding process. Across covariate-aware benchmarks on electricity price and energy generation datasets, LightGTS-Cov consistently outperforms LightGTS and achieves superior performance over other covariate-aware baselines under both settings, regardless of whether future-known covariates are provided. We further demonstrate its practical value in two real-world energy case applications: long-term photovoltaic power forecasting with future weather forecasts and day-ahead electricity price forecasting with weather and dispatch-plan covariates. Across both applications, LightGTS-Cov achieves strong forecasting accuracy and stable operational performance after deployment, validating its effectiveness in real-world industrial settings.

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