arXiv:2607.22299v2 Announce Type: replace Abstract: Forecasting multiple time-series with high-dimensional covariates presents a core challenge: unifying common temporal patterns while retaining meaningful series-specific information. We introduce Hopformer (Homogeneity-Pursuit Transformer), a two-stage framework that addresses this challenge. In the first stage, we perform a Sparsity Pattern Aggregation (SPA) scheme extracting a common low-variance trend that incorporates the covariates. This acts as a homogenization layer. In the second stage, a LoRA-fine-tuned Transformer models the remaining complex dependencies in the residual. Our method is theoretically grounded. We prove that SPA achieves a near-optimal bias-variance trade-off via an oracle inequality. We also provide generalization bounds for the second stage under dependent time series data. Hopformer sets a new state of the art, improving MASE by an average of 6.56% across synthetic and real-world forecasting benchmarks.