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Let assume I have a signal with a very large number points. Once I obtain the associated TikZ file, I may run out of memory for compilation...

Ok, so one way to solve this issue is to use the option "each nth point" that allows for skipping a few data points.

Is there a way to get rid of the warning message : "NOTE: coordinate (X,Y) has been dropped because of a coordinate filter." during the compilation ?

By nature, the option is only used for very large number of data points, thus this message appears a crazy number of times and I tend to believe this slows down the compilation...

Thank you for your help.

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There's an option called filter discard warning that you can use to disable the warnings. Quoting from the PGFPlots manual:

[each nth point] can be used to reduce a huge amount of coordinates from an input file. In this case, you should also set filter discard warning=false to avoid repeated notifications about skipped coordinates.

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