To address the sequential and evolving nature of time series, the Online Time Series Forecasting (OTSF) task has been extensively studied in multiple domains. Existing research focuses on adapting to non-stationary environments by employing memory buffer-based retrieval strategies. However, we observe that such frameworks struggle with long-term adaptation and fail to generalize to unseen patterns. To this end, we introduce CoSPOT, an LLM-based online time series forecasting framework that leverages a pre-trained LLM as the backbone online forecaster, motivated by its strong few-shot capabilities. For efficient online adaptation, CoSPOT keeps the LLM frozen and employs compositional spectral prompts grounded in frequency-domain bases to guide the model with the overall distribution of the input, thereby substantially reducing the number of parameters updated during the online phase. Specifically, CoSPOT decomposes time series into frequency bases and composes the corresponding spectral basis prompts according to their amplitudes, allowing unseen patterns to be represented as new combinations of learned basis prompts. Our extensive experiments on real-world datasets demonstrate the superiority and practicality of CoSPOT across challenging online scenarios, including extended online phases and cross-dataset settings with substantial distribution shifts. Our code is available at https://github.com/seungyoon-Choi/CoSPOT.
Credit-default prediction is an important task in financial decision making. Traditional methods use fitted classifiers such as logistic regression and random forests on tabular features. Large language models (LLMs) have recently been applied to this task through prompting. In this work we study how a fitted classifier and an LLM can be combined for credit-default prediction. We distinguish telling the LLM to imitate a classifier from using the classifier to build the prompt. We hypothesize that a fitted classifier can supply the ranking ability that an LLM prompt lacks. We experiment on the Default of Credit Card Clients dataset, and report recall, F1, and the area under the ROC and precision-recall curves, with bootstrap confidence intervals. We observe that a few-shot LLM has the highest recall (0.47) and F1 (0.50) of any single model but ranks worse than a random forest (AUC-ROC 0.72 against 0.79). Instructing the LLM to imitate a classifier gives no significant change. Pruning the prompt to the classifier's eight most important features raises recall by 0.071 and F1 by 0.032. Adding the classifier's predicted probability to the prompt raises the LLM's AUC-ROC from 0.72 to 0.78, matching the random forest, while keeping 0.118 higher recall than it. The reverse composition, and the use of several classifiers, do not help. We thus recommend a simple classifier-guided prompt for LLM-based credit prediction.