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MS-Index: Fast Top-k Subsequence Search for Multivariate Time Series under Euclidean Distance

Summary: MS-Index: an exact index for multivariate time-series subsequence nearest-neighbor search under Euclidean distance that supports ad-hoc, at-query selection of relevant channels. Scales sublinearly with number of query channels and yields 10–100× speedups over prior work. (summarized by gpt-5-mini on Mar 13 2026)

Paper ID
14375
Venue
VLDB
Year
2026
Pagerank
4.1945683e-05
Overall Rank
10,331 | 28.13%
DOI
10.14778/3773749.3773751

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Showing 25 of 25 cited papers.

Citations counted here include only citations to other VLDB/SIGMOD/CIDR/PODS papers in this database.

Rank Cited Paper Year Venue Pagerank
2 R-Trees: A Dynamic Index Structure For Spatial Searching 1984 SIGMOD 0.0032169493
6 The R*-tree: An Efficient and Robust Access Method for Points and Rectangles 1990 SIGMOD 0.0016162015
7 Optimal Aggregation Algorithms for Middleware [Extended Abstract] 2001 PODS 0.0015496097
65 Fast Subsequence Matching in Time-Series Databases 1994 SIGMOD 0.00062029383
91 M-tree: An Efficient Access Method for Similarity Search in Metric Spaces 1997 VLDB 0.0005181666
161 LOF: Identifying Density-Based Local Outliers 2000 SIGMOD 0.00039846974
1,157 A Data-adaptive and Dynamic Segmentation Index for Whole Matching on Time Series 2013 VLDB 0.00013610658
1,516 k-Shape: Efficient and Accurate Clustering of Time Series 2015 SIGMOD 0.00011586255
1,786 Fast Approximate Correlation for Massive Time-series Data 2010 SIGMOD 0.00010558719
2,290 TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data 2022 VLDB 9.0934125e-05
3,183 Return of the Lernaean Hydra: Experimental Evaluation of Data Series Approximate Similarity Search 2020 VLDB 7.4228241e-05
3,400 ELPIS: Graph-Based Similarity Search for Scalable Data Science 2023 VLDB 7.1405533e-05
3,417 General Match: A Subsequence Matching Method in Time-Series Databases Based on Generalized Windows 2002 SIGMOD 7.1195863e-05
3,540 Scalable, Variable-Length Similarity Search in Data Series: The ULISSE Approach 2018 VLDB 6.9943185e-05
3,629 The Lernaean Hydra of Data Series Similarity Search: An Experimental Evaluation of the State of the Art 2019 VLDB 6.902069e-05
3,726 Indexing Large Human-Motion Databases 2004 VLDB 6.8148202e-05
4,059 GRAIL: Efficient Time-Series Representation Learning 2019 VLDB 6.4854417e-05
4,823 YADING: Fast Clustering of Large-Scale Time Series Data 2015 VLDB 5.8956566e-05
5,158 Coconut: A Scalable Bottom-Up Approach for Building Data Series Indexes 2018 VLDB 5.6588553e-05
5,758 Top-k Nearest Neighbor Search In Uncertain Data Series 2015 VLDB 5.339397e-05
6,983 A Generic Framework for Efficient and Effective Subsequence Retrieval 2012 VLDB 4.8732757e-05
7,278 Interpretable Clustering of Multivariate Time Series with Time2Feat 2023 VLDB 4.7793885e-05
7,578 Scaling and Time Warping in Time Series Querying 2005 VLDB 4.7061534e-05
9,599 SPARTAN: Data-Adaptive Symbolic Time-Series Approximation 2025 SIGMOD 4.3177432e-05
10,466 A Structured Study of Multivariate Time-Series Distance Measures 2025 SIGMOD 4.1945683e-05
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