A monitor recorder-implemented method for electrocardiography data compression and an electrocardiography monitor recorder with integral data compression are provided. A series of data items are obtained, each of the data items associated with a magnitude of an ECG signal sensed by a monitor recorder. A range is set for an initial one of the data items in the series. Each of the data items remaining in the series is processed, including: obtaining an estimation of probabilities of the data items appearing next to that data item in the series; dividing the further range into sub-ranges, each sub-range representing a fraction of the further range proportional to the probabilities of the next data items; selecting the sub-range corresponding to the data item next to that data item in the series; and representing the next data item by the selected sub-range in a non-volatile memory.