L-Drive: Beyond a Single Mapping-Latent Context Drives Time Series Forecasting
About
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.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Time Series Forecasting | ETTh2 | MSE0.366 | 796 | |
| Time Series Forecasting | ETTm2 | MSE0.273 | 300 | |
| Time Series Forecasting | ECL | MSE0.169 | 294 | |
| Time Series Forecasting | ETTm2 (test) | -- | 186 | |
| Time Series Forecasting | solar | MSE0.23 | 106 | |
| Time Series Forecasting | ETTh1 (test) | MAPE0.0929 | 27 | |
| Long-term time-series forecasting | ETTh2 Average | MSE0.366 | 27 | |
| Time Series Forecasting | ETTh1 Horizon 96 (test) | MSE0.368 | 26 | |
| Time Series Forecasting | EPF | TailAUC2.81 | 21 | |
| Time Series Forecasting | EPF NP | MSE0.288 | 20 |