FreDN: Spectral Disentanglement for Time Series Forecasting via Learnable Frequency Decomposition
arXiv:2511.11817v2 Announce Type: replace Abstract: Time series forecasting is essential in a wide range of real world applications. Recently, frequency-domain methods have attracted increasing interest for their ability to capture global dependencies. However, when applied to non-stationary time series, these methods encounter the $textit{spectral entanglement}$ and the computational burden of complex-valued learning. The $textit{spectral entanglement}$ refers to the overlap of trends, periodicities, and noise across the spectrum due to $textit{spectral leakage}$ and the presence of non-stationarity. However, existing […]