Abstract
Time series are ubiquitous in computing as a key ingredient of many machine learning analytics, ranging from classification to forecasting. Typically, the training of such machine learning algorithms on time series requires to access the data in temporal order for several times. Therefore, a compression algorithm providing good compression ratios and fast decompression speed is desirable. In this paper, we present TSXor, a simple yet effective lossless compressor for time series. The main idea is to exploit the redundancy/similarity between close-in-time values through a window that acts as a cache, as to improve the compression ratio and decompression speed. We show that TSXor achieves up to \(3{\times }\) better compression and up to \(2{\times }\) faster decompression than the state of the art on real-world datasets.
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Acknowledgements
This work was partially supported by the projects: MobiDataLab (EU H2020 RIA, grant agreement N\(^{\underline{\mathrm{o}}}\)101006879), OK-INSAID (MIUR-PON 2018, grant agreement N\(^{\underline{\mathrm{o}}}\)ARS01_00917), and “Algorithms, Data Structures and Combinatorics for Machine Learning” (MIUR-PRIN 2017).
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Bruno, A., Nardini, F.M., Pibiri, G.E., Trani, R., Venturini, R. (2021). TSXor: A Simple Time Series Compression Algorithm. In: Lecroq, T., Touzet, H. (eds) String Processing and Information Retrieval. SPIRE 2021. Lecture Notes in Computer Science(), vol 12944. Springer, Cham. https://doi.org/10.1007/978-3-030-86692-1_18
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DOI: https://doi.org/10.1007/978-3-030-86692-1_18
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