The tubular paper lantern, known as 'chōchin' had a frame of split bamboo wound in a spiral. Paper or silk protected the flame from wind. The spiral structure permitted it to be collapsed into the basket at the bottom. The chōchin hung from a hook at the top. In present-day Japan, plastic chōchin with electric bulbs are still produced as novelties, souvenirs, and for matsuri and events. The earliest record of a chōchin dates to 1085, and one appears in a 1536 illustration. ( source: WIkipedia )
If you want to try making your own paper lantern, wikihow will teach you here, complete with the video tutorial, courtesy of YouTube.