INF-β has been widely used to treat patients with multiple sclerosis (MS) in relapse. Accurate prediction of treatment response is important for effective personalization of treatment. Microarray data have been frequently used to discover new genes and to predict treatment responses. However, conventional analytical methods suffer from three difficulties: high-dimensionality of datasets; high degree of multi-collinearity; and achieving gene identification in time-course data. The use of Elastic net, a sparse modelling method, would decrease the first two issues; however, Elastic net is currently unable to solve these three issues simultaneously. Here, we improved Elastic net to accommodate time-course data analyses. Numerical experiments were conducted using two time-course microarray datasets derived from peripheral blood mononuclear cells collected from patients with MS. The proposed methods successfully identified genes showing a high predictive ability for INF-β treatment response. Bootstrap sampling resulted in an 81% and 78% accuracy for each dataset, which was significantly higher than the 71% and 73% accuracy obtained using conventional methods. Our methods selected genes showing consistent differentiation throughout all time-courses. These genes are expected to provide new predictive biomarkers that can influence INF-β treatment for MS patients.