Two-Level Data Compression using Machine Learning in Time Series Database

Abstract

The explosion of time series advances the development of time series databases. To reduce storage overhead in these systems, data compression is widely adopted. Most existing compression algorithms utilize the overall characteristics of the entire time series to achieve high compression ratio, but ignore local contexts around individual points. In this way, they are effective for certain data patterns, and may suffer inherent pattern changes in real-world time series. It is therefore strongly desired to have a compression method that can always achieve high compression ratio in the existence of pattern diversity.In this paper, we propose a two-level compression model that selects a proper compression scheme for each individual point, so that diverse patterns can be captured at a fine granularity. Based on this model, we design and implement AMMMO framework, where a set of control parameters is defined to distill and categorize data patterns. At the top level, we evaluate each sub-sequence to fill in these parameters, generating a set of compression scheme candidates (i.e., major mode selection). At the bottom level, we choose the best scheme from these candidates for each data point respectively (i.e., sub-mode selection). To effectively handle diverse data patterns, we introduce a reinforcement learning based approach to learn parameter values automatically. Our experimental evaluation shows that our approach improves compression ratio by up to 120% (with an average of 50%), compared to other time-series compression methods.