Long-term time series forecasting maps a finite history window to an extended future horizon. Many existing models focus primarily on the design of input representations and model structures, while paying less attention to the structural form of the history-to-future forecasting operator itself. We examine this operator directly and find that, across model families, sensitivity matrices exhibit recurring diagonal patterns whose diagonals correspond to relative temporal lags. Motivated by this observation, we develop a framework for direct multi-step forecasting based on lag-structured temporal operators. Its basic building block, LagLayer, constructs a Toeplitz matrix by tying history-to-future connections with the same relative lag and incorporates horizon-wise and history-wise scaling coefficients to relax exact sharing. This design enables LagLayer to serve as an effective replacement for temporal linear layers in existing forecasting models. Stacking LagLayer modules with activations and multiple feature maps yields LagNet. Experiments on long-term time series forecasting benchmarks show that our method is competitive with strong baselines, while sensitivity matrix diagnostics and limited-data experiments demonstrate that LagLayer provides an effective and sample-efficient alternative to a linear layer.

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