Gorilla by Facebook had this. Value is stored as delta and time as delta of delta.
It's used in ClickHouse as well. CH supports all known compression algos and they are documented pretty well.
They say they are using “gorilla compression “
I’m still amazed every time I go back and read how the compression for floating point values works.
It's used in ClickHouse as well. CH supports all known compression algos and they are documented pretty well.