Long-term time series forecasting finds widespread applications in various domains such as energy, finance, and transportation. Decomposing time series into sub-sequences with distinct temporal relationships (periods) for analysis and modeling is an effective approach for long-term time series prediction. However, conventional decomposition techniques often rely on fixed-size parameter kernels for sliding averages, leading to inaccurate and unreasonable captures of the underlying periodicities in the time series. Additionally, it is essential to acknowledge that time series data often exhibits multi-periodic characteristics. In many time series prediction tasks, the value at a future time point is influenced by multiple periods within the time series. To accurately and flexibly capture the periodicities of time series, we propose an enhanced adaptive cyclic feature recognizer to automatically identify the periodic lengths for sliding average parameter kernel sizing. To fully exploit the multiple periodicities inherent in time series, we merge and smooth the sequences of features corresponding to the identified cycles, obtaining two frequency-blended cyclic feature fusion terms. Furthermore, we extract high-frequency random components to preserve finer details. Finally, we individually model the three cyclic feature fusion terms. In summary, we introduce the Adaptive Multi-Frequency Multi-Channel Network (ADMNet) designed to autonomously capture multi-periodic features. Experimental results show that, compared to the current state-of-the-art seven benchmark models, the proposed model achieves an average reduction in mean squared error (MSE) ranging from 6.19% to 22.75% across eight datasets, including ETT, Traffic, and Weather. This indicates that our model delivers superior predictive performance on multiple real-world datasets.