Abstract:Probabilistic K-line forecasting describes uncertainty in four complementary prices, namely open--high--low--close (OHLC). However, it introduces two consistency problems: quantile crossing and K-line crossing. Quantile crossing occurs when a higher-quantile forecast falls below a lower-quantile forecast, while K-line crossing occurs when the forecast low exceeds the open or close, or the forecast high falls below the open or close. Existing solutions generally address only one problem through output reordering, specialized architectures, or penalized training objectives. We propose K-line--Quantile Sequential Projection (KQSP), a parameter-free and training-free reconciliation method applicable to forecasts produced by any model. Compared with other crossing solutions, KQSP preserves predictive accuracy while producing substantially smaller corrections to the original forecasts. To mitigate model bias, we evaluate KQSP using various models, including pretrained foundation models. KQSP reduces both quantile and K-line crossing rates to zero for all test data undertaken. These results show that probabilistic K-line consistency can be enforced independently of forecast generation and without retraining.
Abstract: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.