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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 spectral entanglement and the computational burden of complex-valued learning. The spectral entanglement refers to the overlap of trends, periodicities, and noise across the spectrum due to spectral leakage and the presence of non-stationarity. However, existing decompositions are not suited to resolving spectral entanglement. To address this, we propose the Frequency Decomposition Network (FreDN), which introduces a learnable Frequency Disentangler module to separate trend and periodic components directly in the frequency domain. Furthermore, we propose a theoretically supported ReIm Block to reduce the complexity of complex-valued operations while maintaining performance. We also re-examine the frequency-domain loss function and provide new theoretical insights into its effectiveness. Extensive experiments on seven long-term forecasting benchmarks demonstrate that FreDN outperforms state-of-the-art methods by up to 10%. Furthermore, compared with standard complex-valued architectures, our real-imaginary shared-parameter design reduces the parameter count and computational cost by at least 50%.