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Data compression and learning in time sequences analysis

A. Puglisi·D. Benedetto·E. Caglioti·V. Loreto·A. Vulpiani
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Abstract

Motivated by the problem of the definition of a distance between two sequences of characters, we investigate the so-called learning process of typical sequential data compression schemes. We focus on the problem of how a compression algorithm optimizes its features at the interface between two different sequences $A$ and $B$ while zipping the sequence $A+B$ obtained by simply appending $B$ after $A$. We show the existence of a universal scaling function (the so-called learning function) which rules the way in which the compression algorithm learns a sequence $B$ after having compressed a sequence $A$. In particular it turns out that it exists a crossover length for the sequence $B$, which depends on the relative entropy between $A$ and $B$, below which the compression algorithm does not learn the sequence $B$ (measuring in this way the relative entropy between $A$ and $B$) and above which it starts learning $B$, i.e. optimizing the compression using the specific features of $B$. We check the scaling function on three main classes of systems: Bernoulli schemes, Markovian sequences and the symbolic dynamic generated by a non trivial chaotic system (the Lozi map). As a last application of the method we present the results of a recognition experiment, namely recognize which dynamical systems produced a given time sequence. We finally point out the potentiality of these results for segmentation purposes, i.e. the identification of homogeneous sub-sequences in heterogeneous sequences (with applications in various fields from genetic to time-series analysis).

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A. Puglisi, D. Benedetto, E. Caglioti, V. Loreto, A. Vulpiani. 2002-07-12. Data compression and learning in time sequences analysis. https://doi.org/10.1016/s0167-2789(03)00047-2

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