# ExoTST: Exogenous-Aware Temporal Sequence Transformer for Time Series Prediction

arXiv: https://arxiv.org/abs/2410.12184 · HTML: https://mlsanity.com/paper/2410.12184/

## Key facts

- Cited by 7 papers in the map (data through 14 Oct 2026).
- Builds on 14 of its 25 references that are in the map.
- First posted on arXiv 16 Oct 2024.

## Builds on (most cited first, 14 of 14)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [An Image is Worth 16x16 Words: Transformers for Image Recognition at Scale](https://mlsanity.com/paper/2010.11929/) (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)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [CrossViT: Cross-Attention Multi-Scale Vision Transformer for Image Classification](https://mlsanity.com/paper/2103.14899/) (2021)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Integrating Scientific Knowledge with Machine Learning for Engineering and Environmental Systems](https://mlsanity.com/paper/2003.04919/) (2020)
- [Multiview Transformers for Video Recognition](https://mlsanity.com/paper/2201.04288/) (2022)
- [Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx](https://mlsanity.com/paper/2104.05522/) (2021)

## Built on by (most cited first, 7 of 7)

- [GCGNet: Graph-Consistent Generative Network for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2603.08032/) (2026)
- [CITRAS: Covariate-Informed Transformer for Time Series Forecasting](https://mlsanity.com/paper/2503.24007/) (2025)
- [Frequency-aware decomposition learning for sensorless wrench estimation in vibration-rich robotic contact](https://mlsanity.com/paper/2604.12905/) (2026)
- [ECTO: Exogenous-Conditioned Temporal Operator for Ultra-Short-Term Wind Power Forecasting](https://mlsanity.com/paper/2605.12196/) (2026)
- [Exogenous Dropout: A Simple, Strong Baseline for Corruption-Robust Time Series Forecasting with Covariates](https://mlsanity.com/paper/2607.05452/) (2026)
- [From Event Logs to Governed Action: A BlueSky Agenda for Agentic Process Mining](https://mlsanity.com/paper/2609.07984/) (2026)
- [XMatch: Enhancing Covariate-Aware Time Series Forecasting through Tree-Structured Exogenous Matching](https://mlsanity.com/paper/2609.34939/) (2026)

## Abstract (arXiv)

Accurate long-term predictions are the foundations for many machine learning applications and decision-making processes. Traditional time series approaches for prediction often focus on either autoregressive modeling, which relies solely on past observations of the target ``endogenous variables'', or forward modeling, which considers only current covariate drivers ``exogenous variables''. However, effectively integrating past endogenous and past exogenous with current exogenous variables remains a significant challenge. In this paper, we propose ExoTST, a novel transformer-based framework that effectively incorporates current exogenous variables alongside past context for improved time series prediction. To integrate exogenous information efficiently, ExoTST leverages the strengths of attention mechanisms and introduces a novel cross-temporal modality fusion module. This module enables the model to jointly learn from both past and current exogenous series, treating them as distinct modalities. By considering these series separately, ExoTST provides robustness and flexibility in handling data uncertainties that arise from the inherent distribution shift between historical and current exogenous variables. Extensive experiments on real-world carbon flux datasets and time series benchmarks demonstrate ExoTST's superior performance compared to state-of-the-art baselines, with improvements of up to 10% in prediction accuracy. Moreover, ExoTST exhibits strong robustness against missing values and noise in exogenous drivers, maintaining consistent performance in real-world situations where these imperfections are common.