# L-Drive: Beyond a Single Mapping-Latent Context Drives Time Series Forecasting

arXiv: https://arxiv.org/abs/2605.17730 · HTML: https://mlsanity.com/paper/2605.17730/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 30 of its 52 references that are in the map.
- First posted on arXiv 18 May 2026.

## Builds on (most cited first, 30 of 30)

- [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)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Time Series Forecasting With Deep Learning: A Survey](https://mlsanity.com/paper/2004.13408/) (2020)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictors](https://mlsanity.com/paper/2305.18803/) (2023)
- [Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark](https://mlsanity.com/paper/2008.08004/) (2020)
- [CATCH: Channel-Aware multivariate Time Series Anomaly Detection via Frequency Patching](https://mlsanity.com/paper/2410.12261/) (2024)
- [TAB: Unified Benchmarking of Time Series Anomaly Detection Methods](https://mlsanity.com/paper/2506.18046/) (2025)
- [A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspective](https://mlsanity.com/paper/2502.10721/) (2025)
- [Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baseline](https://mlsanity.com/paper/2505.11250/) (2025)
- [From Fourier to Koopman: Spectral Methods for Long-term Time Series Prediction](https://mlsanity.com/paper/2004.00574/) (2020)
- [A Comprehensive Survey of Deep Learning for Time Series Forecasting: Architectural Diversity and Open Challenges](https://mlsanity.com/paper/2411.05793/) (2024)
- [A Survey on Deep Learning based Time Series Analysis with Frequency Transformation](https://mlsanity.com/paper/2302.02173/) (2023)
- [TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting](https://mlsanity.com/paper/2410.04442/) (2024)
- [OFFSET: Segmentation-based Focus Shift Revision for Composed Image Retrieval](https://mlsanity.com/paper/2507.05631/) (2025)
- [From Similarity to Superiority: Channel Clustering for Time Series Forecasting](https://mlsanity.com/paper/2404.01340/) (2024)
- [Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators](https://mlsanity.com/paper/2401.17548/) (2024)
- [STABLE: Efficient Hybrid Nearest Neighbor Search via Magnitude-Uniformity and Cardinality-Robustness](https://mlsanity.com/paper/2604.01617/) (2026)
- [INTENT: Invariance and Discrimination-aware Noise Mitigation for Robust Composed Image Retrieval](https://mlsanity.com/paper/2604.18051/) (2026)
- [CrossLinear: Plug-and-Play Cross-Correlation Embedding for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2505.23116/) (2025)
- [Air-Know: Arbiter-Calibrated Knowledge-Internalizing Robust Network for Composed Image Retrieval](https://mlsanity.com/paper/2604.19386/) (2026)
- [FilterTS: Comprehensive Frequency Filtering for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2505.04158/) (2025)
- [GCGNet: Graph-Consistent Generative Network for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2603.08032/) (2026)
- [Time Series Analysis in Frequency Domain: A Survey of Open Challenges, Opportunities and Benchmarks](https://mlsanity.com/paper/2504.07099/) (2025)
- [BALM-TSF: Balanced Multimodal Alignment for LLM-Based Time Series Forecasting](https://mlsanity.com/paper/2509.00622/) (2025)
- [Handling Concept Drift in Global Time Series Forecasting](https://mlsanity.com/paper/2304.01512/) (2023)

## Built on by (most cited first, 1 of 1)

- [DrafTS: Time-Aware Decomposition with Residual Correction for Time Series Modeling](https://mlsanity.com/paper/2609.33368/) (2026)

## Abstract (arXiv)

Mainstream methods for multivariate time-series forecasting largely follow the Direct-Mapping paradigm. They learn a unified mapping from history to the future in the observation space to fit value-level dependencies. However, real-world systems often undergo distribution shifts and regime changes. In such cases, a unified mapping can exhibit response lag around turning points, causing error accumulation within the switching window and reducing forecasting reliability. To address this issue, we propose L-Drive, a change-aware forecasting framework. L-Drive introduces a Latent-Context, to explicitly characterize high-level dynamics evolving over time, and uses gating to modulate increment representations. This provides more timely change cues and improves adaptation to changing segments. In addition, it incorporates patch-shared relative positional basis functions to strengthen intra-segment structural modeling and reduce overfitting caused by absolute-position memorization. Extensive experiments validate the effectiveness of L-Drive and show a better overall trade-off between forecasting accuracy and computational efficiency.