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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
14626
Venue
VLDB
Year
2026
Pagerank
5.0723324e-05
Overall Rank
10,713 | 26.76%
DOI
10.14778/3773749.3773751

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Authors

BibTeX Citation

@article{dhondt_vldb26,
        title = {{MS-Index: Fast Top-k Subsequence Search for Multivariate Time Series under Euclidean Distance}},
        author = {d’Hondt, Jens and Kortekaas, Teun and Papapetrou, Odysseas and Palpanas, Themis},
        journal = {PVLDB},
        series = {{VLDB} '26},
        volume = {19},
        number = {2},
        pages = {99--112},
        doi = {10.14778/3773749.3773751},
        url = {https://doi.org/10.14778/3773749.3773751},
        year = {2026}
}

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Outgoing Citations (Sorted by Pagerank)

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 0.0020164579
4 The R*-tree: An Efficient and Robust Access Method for Points and Rectangles 1990 SIGMOD 0.0011557612
5 Optimal Aggregation Algorithms for Middleware [Extended Abstract] 2001 PODS 0.0010802761
41 Fast Subsequence Matching in Time-Series Databases 1994 SIGMOD 0.00046492911
55 M-tree: An Efficient Access Method for Similarity Search in Metric Spaces 1997 VLDB 0.00040653294
140 LOF: Identifying Density-Based Local Outliers 2000 SIGMOD 0.00029627438
1,087 A Data-adaptive and Dynamic Segmentation Index for Whole Matching on Time Series 2013 VLDB 0.00012210999
1,585 k-Shape: Efficient and Accurate Clustering of Time Series 2015 SIGMOD 0.00010262333
1,762 Fast Approximate Correlation for Massive Time-series Data 2010 SIGMOD 9.7828589e-05
1,769 TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data 2022 VLDB 9.7679186e-05
2,539 ELPIS: Graph-Based Similarity Search for Scalable Data Science 2023 VLDB 8.427864e-05
2,740 Return of the Lernaean Hydra: Experimental Evaluation of Data Series Approximate Similarity Search 2020 VLDB 8.1613471e-05
3,044 The Lernaean Hydra of Data Series Similarity Search: An Experimental Evaluation of the State of the Art 2019 VLDB 7.8003853e-05
3,136 General Match: A Subsequence Matching Method in Time-Series Databases Based on Generalized Windows 2002 SIGMOD 7.7023358e-05
3,504 Scalable, Variable-Length Similarity Search in Data Series: The ULISSE Approach 2018 VLDB 7.3393483e-05
4,161 YADING: Fast Clustering of Large-Scale Time Series Data 2015 VLDB 6.8417149e-05
4,239 GRAIL: Efficient Time-Series Representation Learning 2019 VLDB 6.7927773e-05
4,672 Coconut: A Scalable Bottom-Up Approach for Building Data Series Indexes 2018 VLDB 6.5561957e-05
4,891 Indexing Large Human-Motion Databases 2004 VLDB 6.4450969e-05
5,261 Top-k Nearest Neighbor Search In Uncertain Data Series 2015 VLDB 6.2762514e-05
6,891 A Generic Framework for Efficient and Effective Subsequence Retrieval 2012 VLDB 5.7284282e-05
7,097 Interpretable Clustering of Multivariate Time Series with Time2Feat 2023 VLDB 5.6907521e-05
7,433 Scaling and Time Warping in Time Series Querying 2005 VLDB 5.601525e-05
9,768 SPARTAN: Data-Adaptive Symbolic Time-Series Approximation 2025 SIGMOD 5.2058149e-05
10,829 A Structured Study of Multivariate Time-Series Distance Measures 2025 SIGMOD 5.0723324e-05
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