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A Structured Study of Multivariate Time-Series Distance Measures

Summary: Evaluation of multivariate time-series distances: 30 measures, 8 categories, 13 normalizations, 30 datasets, 3 tasks. Findings: non-Z normalizations beat Z-score; elastic measures outperform DTW/Euclidean; sliding measures balance accuracy and runtime. (summarized by gpt-5-nano on Feb 09 2026)

Paper ID
7197
Venue
SIGMOD
Year
2025
Pagerank
4.1905499e-05
Overall Rank
10,476 | 27.20%
DOI
10.1145/3725258

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Showing 38 of 38 cited papers.

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

Rank Cited Paper Year Venue Pagerank
159 LOF: Identifying Density-Based Local Outliers 2000 SIGMOD 0.00040135453
243 Locally Adaptive Dimensionality Reduction for Indexing Large Time Series Databases 2001 SIGMOD 0.00031052437
358 On The Marriage of Lp-norms and Edit Distance 2004 VLDB 0.00026059337
689 Efficiently Supporting Ad Hoc Queries in Large Datasets of Time Sequences 1997 SIGMOD 0.00018069077
697 Efficient Algorithms for Mining Outliers from Large Data Sets 2000 SIGMOD 0.00017964755
999 Similarity-Based Queries for Time Series Data 1997 SIGMOD 0.00014726031
1,164 Querying and Mining of Time Series Data: Experimental Comparison of Representations and Distance Measures 2008 VLDB 0.00013572951
1,373 Indexing Spatio-Temporal Trajectories with Chebyshev Polynomials 2004 SIGMOD 0.00012326961
1,510 k-Shape: Efficient and Accurate Clustering of Time Series 2015 SIGMOD 0.00011588558
2,032 SAND: Streaming Subsequence Anomaly Detection 2021 VLDB 9.7320795e-05
2,045 Indexable PLA for Efficient Similarity Search 2007 VLDB 9.6950855e-05
2,289 TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data 2022 VLDB 9.0922439e-05
2,381 TSB-UAD: An End-to-End Benchmark Suite for Univariate Time-Series Anomaly Detection 2022 VLDB 8.9241557e-05
2,619 Decomposed Bounded Floats for Fast Compression and Queries 2021 VLDB 8.4427442e-05
3,033 A Decade of Progress in Indexing and Mining Large Time Series Databases 2006 VLDB 7.6737668e-05
3,199 Return of the Lernaean Hydra: Experimental Evaluation of Data Series Approximate Similarity Search 2020 VLDB 7.3999833e-05
3,340 Fast Time-Series Searching with Scaling and Shifting 1999 PODS 7.1987694e-05
3,544 Scalable, Variable-Length Similarity Search in Data Series: The ULISSE Approach 2018 VLDB 6.98759e-05
3,629 The Lernaean Hydra of Data Series Similarity Search: An Experimental Evaluation of the State of the Art 2019 VLDB 6.8997167e-05
3,946 Volume Under the Surface: A New Accuracy Evaluation Measure for Time-Series Anomaly Detection 2022 VLDB 6.6036232e-05
4,062 GRAIL: Efficient Time-Series Representation Learning 2019 VLDB 6.4792249e-05
4,082 Choose Wisely: An Extensive Evaluation of Model Selection for Anomaly Detection in Time Series 2023 VLDB 6.4601453e-05
4,792 YADING: Fast Clustering of Large-Scale Time Series Data 2015 VLDB 5.9132429e-05
4,854 Debunking Four Long-Standing Misconceptions of Time-Series Distance Measures 2020 SIGMOD 5.8707943e-05
5,675 Rare Time Series Motif Discovery from Unbounded Streams 2015 VLDB 5.3774215e-05
5,763 Top-k Nearest Neighbor Search In Uncertain Data Series 2015 VLDB 5.3358283e-05
6,311 VergeDB: A Database for IoT Analytics on Edge Devices 2021 CIDR 5.1112212e-05
6,366 Good to the Last Bit: Data-Driven Encoding with CodecDB 2021 SIGMOD 5.0892171e-05
7,274 Interpretable Clustering of Multivariate Time Series with Time2Feat 2023 VLDB 4.7748043e-05
8,090 PIDS: Attribute Decomposition for Improved Compression and Query Performance in Columnar Storage 2020 VLDB 4.5853298e-05
9,299 Theseus: Navigating the Labyrinth of Time-Series Anomaly Detection 2022 VLDB 4.356626e-05
9,334 Odyssey: An Engine Enabling The Time-Series Clustering Journey 2023 VLDB 4.351469e-05
9,599 SPARTAN: Data-Adaptive Symbolic Time-Series Approximation 2025 SIGMOD 4.3136057e-05
10,533 Understanding the Black Box: A Deep Empirical Dive into Shapley Value Approximations for Tabular Data 2025 SIGMOD 4.1905499e-05
11,097 Time-Series Anomaly Detection: Overview and New Trends 2024 VLDB 4.1905499e-05
11,237 Accelerating Similarity Search for Elastic Measures: A Study and New Generalization of Lower Bounding Distances 2023 VLDB 4.1905499e-05
13,124 ShapX Engine: A Demonstration of Shapley Value Approximations 2025 SIGMOD -
13,274 SAND in Action: Subsequence Anomaly Detection for Streams 2021 VLDB -
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