Data compression preserving statistical independence

Abstract

The purpose of this study was to determine the optimum points of evaluation of data compressed by means of polynomial smoothing. It is shown that a set y of m statistically independent observations Y(t sub 1), Y(t sub 2), ... Y(t sub m) of a quantity X(t), which can be described by a (n-1)th degree polynomial in time, may be represented by a set Z of n statistically independent compressed observations Z (tau sub 1), Z (tau sub 2),...Z (tau sub n), such that The compressed set Z has the same information content as the observed set Y. the times tau sub 1, tau sub 2,.. tau sub n are the zeros of an nth degree polynomial P sub n, to whose definition and properties the bulk of this report is devoted. The polynomials P sub n are defined as functions of the observation times t sub 1, t sub 2,.. t sub n, and it is interesting to note that if the observation times are continuously distributed the polynomials P sub n degenerate to legendre polynomials. The proposed data compression scheme is a little more complex than those usually employed, but has the advantage of preserving all the information content of the original observations.