DISCARDING DATA POINTS IN A TIME SERIES

摘要

Described herein are techniques for determining which data points in a time series to discard. A time series may include multiple data points. Spaced intervals over the time series may be determined. The data points can be ranked at least in part based on their respective distance from a nearest spaced interval. A data point may be discarded based on the ranking.

主权项

1. A method comprising, by a processing system:
receiving a stream of time series data comprising multiple data points; and while receiving the stream: (1) storing each received data point until a limit is reached; and (2) upon receiving each additional data point, performing a retention process as follows:
(a) retaining the first data point and the last data point;(b) determining spaced intervals over the time series between the first and last data points;(c) ranking each remaining data point, a data point's rank being based at least in part on the data point's distance from the data point's nearest spaced interval; and(d) discarding a data point based on its ranking.