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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
14389
Venue
VLDB
Year
2026
Pagerank
5.1725247e-05
Overall Rank
10,343 | 28.12%
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 0.0020323916
4 The R*-tree: An Efficient and Robust Access Method for Points and Rectangles 1990 SIGMOD 0.0011613174
5 Optimal Aggregation Algorithms for Middleware [Extended Abstract] 2001 PODS 0.0010926229
41 Fast Subsequence Matching in Time-Series Databases 1994 SIGMOD 0.00046994182
55 M-tree: An Efficient Access Method for Similarity Search in Metric Spaces 1997 VLDB 0.0004086718
152 LOF: Identifying Density-Based Local Outliers 2000 SIGMOD 0.00029288871
1,078 A Data-adaptive and Dynamic Segmentation Index for Whole Matching on Time Series 2013 VLDB 0.00012401257
1,568 k-Shape: Efficient and Accurate Clustering of Time Series 2015 SIGMOD 0.00010394423
1,759 Fast Approximate Correlation for Massive Time-series Data 2010 SIGMOD 9.9011263e-05
1,878 TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data 2022 VLDB 9.6562837e-05
2,766 ELPIS: Graph-Based Similarity Search for Scalable Data Science 2023 VLDB 8.2159054e-05
2,808 Return of the Lernaean Hydra: Experimental Evaluation of Data Series Approximate Similarity Search 2020 VLDB 8.1544796e-05
3,011 The Lernaean Hydra of Data Series Similarity Search: An Experimental Evaluation of the State of the Art 2019 VLDB 7.9174527e-05
3,076 General Match: A Subsequence Matching Method in Time-Series Databases Based on Generalized Windows 2002 SIGMOD 7.8512918e-05
3,442 Scalable, Variable-Length Similarity Search in Data Series: The ULISSE Approach 2018 VLDB 7.4785862e-05
4,085 YADING: Fast Clustering of Large-Scale Time Series Data 2015 VLDB 6.9763288e-05
4,173 GRAIL: Efficient Time-Series Representation Learning 2019 VLDB 6.9201682e-05
4,613 Coconut: A Scalable Bottom-Up Approach for Building Data Series Indexes 2018 VLDB 6.6710679e-05
4,792 Indexing Large Human-Motion Databases 2004 VLDB 6.5722054e-05
5,195 Top-k Nearest Neighbor Search In Uncertain Data Series 2015 VLDB 6.3915991e-05
6,753 A Generic Framework for Efficient and Effective Subsequence Retrieval 2012 VLDB 5.8414302e-05
6,945 Interpretable Clustering of Multivariate Time Series with Time2Feat 2023 VLDB 5.8031599e-05
7,272 Scaling and Time Warping in Time Series Querying 2005 VLDB 5.7121703e-05
9,587 SPARTAN: Data-Adaptive Symbolic Time-Series Approximation 2025 SIGMOD 5.3086438e-05
10,476 A Structured Study of Multivariate Time-Series Distance Measures 2025 SIGMOD 5.1725247e-05
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