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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
7258
Venue
SIGMOD
Year
2025
Pagerank
5.093636e-05
Overall Rank
10,747 | 26.27%
DOI
10.1145/3725258

Incoming Non-self Citations Over Time

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Authors

BibTeX Citation

@inproceedings{dhondt_sigmod25,
        title = {{A Structured Study of Multivariate Time-Series Distance Measures}},
        author = {d'Hondt, Jens E. and Li, Haojun and Yang, Fan and Papapetrou, Odysseas and Paparrizos, John},
        series = {{SIGMOD} '25},
        booktitle = {Proceedings of the {ACM} {SIGMOD} International Conference on Management of Data},
        publisher = {Association for Computing Machinery},
        doi = {10.1145/3725258},
        url = {https://dl.acm.org/doi/10.1145/3725258},
        year = {2025}
}

Incoming Citations (Sorted by Pagerank)

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Outgoing Citations (Sorted by Pagerank)

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
142 LOF: Identifying Density-Based Local Outliers 2000 SIGMOD 0.0002962566
190 Locally Adaptive Dimensionality Reduction for Indexing Large Time Series Databases 2001 SIGMOD 0.00026105472
303 On The Marriage of Lp-norms and Edit Distance 2004 VLDB 0.00021956234
578 Efficient Algorithms for Mining Outliers from Large Data Sets 2000 SIGMOD 0.00016221871
610 Efficiently Supporting Ad Hoc Queries in Large Datasets of Time Sequences 1997 SIGMOD 0.00015783259
810 Similarity-Based Queries for Time Series Data 1997 SIGMOD 0.00013874464
898 Querying and Mining of Time Series Data: Experimental Comparison of Representations and Distance Measures 2008 VLDB 0.00013339042
1,280 Indexing Spatio-Temporal Trajectories with Chebyshev Polynomials 2004 SIGMOD 0.00011354776
1,579 k-Shape: Efficient and Accurate Clustering of Time Series 2015 SIGMOD 0.00010305183
1,722 Indexable PLA for Efficient Similarity Search 2007 VLDB 9.9227051e-05
1,793 TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data 2022 VLDB 9.7435472e-05
1,805 SAND: Streaming Subsequence Anomaly Detection 2021 VLDB 9.7116108e-05
2,004 TSB-UAD: An End-to-End Benchmark Suite for Univariate Time-Series Anomaly Detection 2022 VLDB 9.3207067e-05
2,023 Decomposed Bounded Floats for Fast Compression and Queries 2021 VLDB 9.2950046e-05
2,734 Return of the Lernaean Hydra: Experimental Evaluation of Data Series Approximate Similarity Search 2020 VLDB 8.190416e-05
2,928 A Decade of Progress in Indexing and Mining Large Time Series Databases 2006 VLDB 7.9526656e-05
3,037 The Lernaean Hydra of Data Series Similarity Search: An Experimental Evaluation of the State of the Art 2019 VLDB 7.8275859e-05
3,252 Fast Time-Series Searching with Scaling and Shifting 1999 PODS 7.5951443e-05
3,447 Volume Under the Surface: A New Accuracy Evaluation Measure for Time-Series Anomaly Detection 2022 VLDB 7.4085215e-05
3,486 Scalable, Variable-Length Similarity Search in Data Series: The ULISSE Approach 2018 VLDB 7.3696676e-05
3,987 Choose Wisely: An Extensive Evaluation of Model Selection for Anomaly Detection in Time Series 2023 VLDB 6.9722766e-05
4,151 YADING: Fast Clustering of Large-Scale Time Series Data 2015 VLDB 6.8703273e-05
4,234 GRAIL: Efficient Time-Series Representation Learning 2019 VLDB 6.8171563e-05
4,604 Debunking Four Long-Standing Misconceptions of Time-Series Distance Measures 2020 SIGMOD 6.6104585e-05
5,244 Top-k Nearest Neighbor Search In Uncertain Data Series 2015 VLDB 6.3018164e-05
5,325 Rare Time Series Motif Discovery from Unbounded Streams 2015 VLDB 6.2641987e-05
5,622 Good to the Last Bit: Data-Driven Encoding with CodecDB 2021 SIGMOD 6.1461066e-05
6,061 VergeDB: A Database for IoT Analytics on Edge Devices 2021 CIDR 5.9910733e-05
7,060 Interpretable Clustering of Multivariate Time Series with Time2Feat 2023 VLDB 5.714653e-05
8,000 PIDS: Attribute Decomposition for Improved Compression and Query Performance in Columnar Storage 2020 VLDB 5.5092344e-05
9,448 Theseus: Navigating the Labyrinth of Time-Series Anomaly Detection 2022 VLDB 5.2665425e-05
9,477 Odyssey: An Engine Enabling The Time-Series Clustering Journey 2023 VLDB 5.2634238e-05
9,733 SPARTAN: Data-Adaptive Symbolic Time-Series Approximation 2025 SIGMOD 5.227679e-05
10,796 Understanding the Black Box: A Deep Empirical Dive into Shapley Value Approximations for Tabular Data 2025 SIGMOD 5.093636e-05
11,300 Time-Series Anomaly Detection: Overview and New Trends 2024 VLDB 5.093636e-05
11,435 Accelerating Similarity Search for Elastic Measures: A Study and New Generalization of Lower Bounding Distances 2023 VLDB 5.093636e-05
13,315 ShapX Engine: A Demonstration of Shapley Value Approximations 2025 SIGMOD -
13,463 SAND in Action: Subsequence Anomaly Detection for Streams 2021 VLDB -
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