Yuchen Tao

Till Beemelmanns, Yuchen Tao, Bastian Lampe et al.

Storing and transmitting LiDAR point cloud data is essential for many AV applications, such as training data collection, remote control, cloud services or SLAM. However, due to the sparsity and unordered structure of the data, it is difficult to compress point cloud data to a low volume. Transforming the raw point cloud data into a dense 2D matrix structure is a promising way for applying compression algorithms. We propose a new lossless and calibrated 3D-to-2D transformation which allows compression algorithms to efficiently exploit spatial correlations within the 2D representation. To compress the structured representation, we use common image compression methods and also a self-supervised deep compression approach using a recurrent neural network. We also rearrange the LiDAR's intensity measurements to a dense 2D representation and propose a new metric to evaluate the compression performance of the intensity. Compared to approaches that are based on generic octree point cloud compression or based on raw point cloud data compression, our approach achieves the best quantitative and visual performance. Source code and dataset are available at https://github.com/ika-rwth-aachen/Point-Cloud-Compression.

Runyao Yu, Yuchen Tao, Fabian Leimgruber et al.

Probabilistic forecasting of intraday electricity prices is essential to manage market uncertainties. However, current methods rely heavily on domain feature extraction, which breaks the end-to-end training pipeline and limits the model's ability to learn expressive representations from the raw orderbook. Moreover, these methods often require training separate models for different quantiles, further violating the end-to-end principle and introducing the quantile crossing issue. Recent advances in time-series models have demonstrated promising performance in general forecasting tasks. However, these models lack inductive biases arising from buy-sell interactions and are thus overparameterized. To address these challenges, we propose an end-to-end probabilistic model called OrderFusion, which produces interaction-aware representations of buy-sell dynamics, hierarchically estimates multiple quantiles, and remains parameter-efficient with only 4,872 parameters. We conduct extensive experiments and ablation studies on price indices (ID1, ID2, and ID3) using three years of orderbook in high-liquidity (German) and low-liquidity (Austrian) markets. The experimental results demonstrate that OrderFusion consistently outperforms multiple competitive baselines across markets, and ablation studies highlight the contribution of its individual components. The project page is at: https://runyao-yu.github.io/OrderFusion/.