Yes. The styling of titles should be consistent in your prose and in your works-cited list. Since, as the MLA Handbook notes, “[t]itles are given in the entry in full exactly as they are found in the source” (25), if the title of a periodical starts with an article, retain the article when you provide the title in your works-cited-list entry and in your prose, as shown in the following example: 

In an article in The New York Times on political analysts published shortly after the 2012 presidential election, Eric Pfanner mentions two pollsters, Simon Jackman and Drew Linzer, who accurately predicted that Barack Obama would win 332 electoral college votes.

Work Cited

Pfanner, Eric. “The Rise of the Quants in Political Prognostication.” The New York Times, 8 Nov. 2012, rendezvous.blogs.nytimes.com/2012/11/08/the-rise-of-the-quants-in-political-prognostication/.

Work Cited

MLA Handbook. 8th ed., Modern Language Association of America, 2016.