{"ID":2921802,"CreatedAt":"2026-06-02T02:42:49.606572591Z","UpdatedAt":"2026-06-03T05:56:00.181519634Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2606.01339","arxiv_id":"2606.01339","title":"FreqLite: A Lightweight Frequency-Decomposed Linear Model with Adaptive Reversible Normalization for Robust Long-Term Time-Series Forecasting","abstract":"Long-term time-series forecasting needs models that are accurate yet efficient enough for commodity hardware. Lightweight linear forecasters are remarkably strong in this regime, yet they leave two openings: reversible instance normalization (RevIN) de-normalizes the entire horizon with a single lookback statistic, which is inaccurate under non-stationarity, and time-domain trend/seasonal decomposition relies on a fixed, non-adaptive filter. We present FreqLite, an ultra-lightweight, channel-independent frequency-decomposed linear forecaster: a learnable, lossless, partition-of-unity spectral filter splits the input into bands that are forecast by per-band linear heads and, unlike low-pass-truncation approaches, the high-frequency band is retained and modeled. FreqLite is the best lightweight model on the standard long-term forecasting benchmarks and, at long lookback (L=336), attains a lower average error than a PatchTST Transformer (0.3244 vs. 0.3587 MSE) while using 4x fewer parameters, 2.2x less memory, and 2.2x less time per epoch on a single 4 GB laptop GPU; although modest in magnitude, its improvements are statistically significant under paired Wilcoxon tests across all matched cells (p \u003c 1e-5). We further introduce Adaptive Reversible Instance Normalization (A-RevIN), a regime-adaptive reversible normalization that strictly generalizes RevIN (recovered exactly when its gate is closed), engages under non-stationarity, and reduces to RevIN without harm on stationary data. We validate this on both a real strongly non-stationary dataset (ILI, up to ~5% MSE reduction) and a controlled synthetic drift sweep in which A-RevIN's benefit and its learned gate both rise monotonically with injected non-stationarity. Every component is independently ablatable (Linear and RLinear are special cases of FreqLite), and all results are reproducible on commodity hardware.","short_abstract":"Long-term time-series forecasting needs models that are accurate yet efficient enough for commodity hardware. Lightweight linear forecasters are remarkably strong in this regime, yet they leave two openings: reversible instance normalization (RevIN) de-normalizes the entire horizon with a single lookback statistic, whi...","url_abs":"https://arxiv.org/abs/2606.01339","url_pdf":"https://arxiv.org/pdf/2606.01339v1","authors":"[\"Mirza Samad Ahmed Baiga\",\"Syeda Anshrah Gillani\"]","published":"2026-05-31T16:43:17Z","proceeding":"cs.LG","tasks":"[\"cs.LG\",\"cs.AI\",\"cs.CL\",\"cs.CV\",\"cs.ET\"]","methods":"[\"Transformer\"]","has_code":false}