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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
ha2471fc5b0324008
Venue
VLDB
Year
2026
Pagerank
4.9605343e-05
Overall Rank
11,145 | 25.30%
DOI
10.14778/3773749.3773751
PDF
Download (CC BY-NC-ND 4.0)

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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 0.0019892478
4 The R*-tree: An Efficient and Robust Access Method for Points and Rectangles 1990 SIGMOD 0.0011386412
5 Optimal Aggregation Algorithms for Middleware [Extended Abstract] 2001 PODS 0.0010688884
42 Fast Subsequence Matching in Time-Series Databases 1994 SIGMOD 0.00045609336
56 M-tree: An Efficient Access Method for Similarity Search in Metric Spaces 1997 VLDB 0.0004024707
143 LOF: Identifying Density-Based Local Outliers 2000 SIGMOD 0.00029095978
1,098 A Data-adaptive and Dynamic Segmentation Index for Whole Matching on Time Series 2013 VLDB 0.00012016918
1,578 k-Shape: Efficient and Accurate Clustering of Time Series 2015 SIGMOD 0.00010155847
1,755 TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data 2022 VLDB 9.7074778e-05
1,806 Fast Approximate Correlation for Massive Time-series Data 2010 SIGMOD 9.5907745e-05
2,268 ELPIS: Graph-Based Similarity Search for Scalable Data Science 2023 VLDB 8.7144632e-05
2,733 Return of the Lernaean Hydra: Experimental Evaluation of Data Series Approximate Similarity Search 2020 VLDB 8.0653682e-05
2,879 The Lernaean Hydra of Data Series Similarity Search: An Experimental Evaluation of the State of the Art 2019 VLDB 7.8951769e-05
3,192 General Match: A Subsequence Matching Method in Time-Series Databases Based on Generalized Windows 2002 SIGMOD 7.5334132e-05
3,521 Scalable, Variable-Length Similarity Search in Data Series: The ULISSE Approach 2018 VLDB 7.2177846e-05
4,201 YADING: Fast Clustering of Large-Scale Time Series Data 2015 VLDB 6.7286195e-05
4,334 GRAIL: Efficient Time-Series Representation Learning 2019 VLDB 6.6441978e-05
4,693 Coconut: A Scalable Bottom-Up Approach for Building Data Series Indexes 2018 VLDB 6.4490657e-05
5,010 Indexing Large Human-Motion Databases 2004 VLDB 6.3030754e-05
5,264 Top-k Nearest Neighbor Search In Uncertain Data Series 2015 VLDB 6.1929831e-05
7,025 A Generic Framework for Efficient and Effective Subsequence Retrieval 2012 VLDB 5.6021708e-05
7,178 Interpretable Clustering of Multivariate Time Series with Time2Feat 2023 VLDB 5.5771343e-05
7,563 Scaling and Time Warping in Time Series Querying 2005 VLDB 5.478063e-05
7,661 A Structured Study of Multivariate Time-Series Distance Measures 2025 SIGMOD 5.4565877e-05
9,951 SPARTAN: Data-Adaptive Symbolic Time-Series Approximation 2025 SIGMOD 5.0910746e-05
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