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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
hf1b3008271eccc65
Venue
SIGMOD
Year
2025
Pagerank
5.4772833e-05
Overall Rank
7,641 | 48.63%
DOI
10.1145/3725258

Incoming Non-self Citations Over Time

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)

Showing 12 of 12 citing papers.

Rank Citing Paper Year Venue Pagerank
7,094 Time-Series Clustering: A Comprehensive Study of Data Mining, Machine Learning, and Deep Learning Methods 2025 VLDB 5.601767e-05
9,482 TSB-AutoAD: Towards Automated Solutions for Time-Series Anomaly Detection 2025 VLDB 5.1708619e-05
9,483 Beyond Compression: A Comprehensive Evaluation of Lossless Floating-Point Compression 2025 VLDB 5.1708619e-05
9,909 SPARTAN: Data-Adaptive Symbolic Time-Series Approximation 2025 SIGMOD 5.1103839e-05
10,469 HYDRA: A Multi-Level Hierarchy-Driven Approach for Robust Anomaly Detection in Time Series 2026 SIGMOD 4.9793485e-05
10,483 MUFASA: Fast and Accurate Multivariate Time-Series Clustering 2026 SIGMOD 4.9793485e-05
10,510 The Power of Anomaly Detection in Predictive Maintenance: [Experiments & Analysis] 2026 SIGMOD 4.9793485e-05
10,979 MCAD: Multivariate Correlation Anomaly Data Generator 2026 VLDB 4.9793485e-05
11,075 MS-Index: Fast Top-k Subsequence Search for Multivariate Time Series under Euclidean Distance 2026 VLDB 4.9793485e-05
11,211 Understanding the Black Box: A Deep Empirical Dive into Shapley Value Approximations for Tabular Data 2025 SIGMOD 4.9793485e-05
11,348 BURST: Rendering Clustering Techniques Suitable for Evolving Streams 2025 VLDB 4.9793485e-05
13,660 SAIL: A Voyage to Symbolic Approximation Solutions for Time-Series Analysis 2025 VLDB -
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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 0.00029202746
193 Locally Adaptive Dimensionality Reduction for Indexing Large Time Series Databases 2001 SIGMOD 0.00025648171
306 On The Marriage of Lp-norms and Edit Distance 2004 VLDB 0.00021575844
583 Efficient Algorithms for Mining Outliers from Large Data Sets 2000 SIGMOD 0.00015960125
621 Efficiently Supporting Ad Hoc Queries in Large Datasets of Time Sequences 1997 SIGMOD 0.00015492309
829 Similarity-Based Queries for Time Series Data 1997 SIGMOD 0.00013611445
915 Querying and Mining of Time Series Data: Experimental Comparison of Representations and Distance Measures 2008 VLDB 0.00013099703
1,294 Indexing Spatio-Temporal Trajectories with Chebyshev Polynomials 2004 SIGMOD 0.00011145111
1,579 k-Shape: Efficient and Accurate Clustering of Time Series 2015 SIGMOD 0.00010186397
1,629 SAND: Streaming Subsequence Anomaly Detection 2021 VLDB 0.00010036401
1,731 Indexable PLA for Efficient Similarity Search 2007 VLDB 9.7639519e-05
1,740 TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data 2022 VLDB 9.7439205e-05
1,937 TSB-UAD: An End-to-End Benchmark Suite for Univariate Time-Series Anomaly Detection 2022 VLDB 9.3387043e-05
1,973 Decomposed Bounded Floats for Fast Compression and Queries 2021 VLDB 9.2834606e-05
2,730 Return of the Lernaean Hydra: Experimental Evaluation of Data Series Approximate Similarity Search 2020 VLDB 8.0861221e-05
2,872 The Lernaean Hydra of Data Series Similarity Search: An Experimental Evaluation of the State of the Art 2019 VLDB 7.9228762e-05
2,970 A Decade of Progress in Indexing and Mining Large Time Series Databases 2006 VLDB 7.7982307e-05
3,298 Volume Under the Surface: A New Accuracy Evaluation Measure for Time-Series Anomaly Detection 2022 VLDB 7.4447462e-05
3,302 Fast Time-Series Searching with Scaling and Shifting 1999 PODS 7.4433382e-05
3,513 Scalable, Variable-Length Similarity Search in Data Series: The ULISSE Approach 2018 VLDB 7.2438813e-05
3,726 Choose Wisely: An Extensive Evaluation of Model Selection for Anomaly Detection in Time Series 2023 VLDB 7.0701368e-05
4,184 YADING: Fast Clustering of Large-Scale Time Series Data 2015 VLDB 6.7540884e-05
4,316 GRAIL: Efficient Time-Series Representation Learning 2019 VLDB 6.6683448e-05
4,703 Debunking Four Long-Standing Misconceptions of Time-Series Distance Measures 2020 SIGMOD 6.4621968e-05
5,275 Top-k Nearest Neighbor Search In Uncertain Data Series 2015 VLDB 6.2005202e-05
5,359 Rare Time Series Motif Discovery from Unbounded Streams 2015 VLDB 6.1617895e-05
5,471 Good to the Last Bit: Data-Driven Encoding with CodecDB 2021 SIGMOD 6.1181669e-05
6,189 VergeDB: A Database for IoT Analytics on Edge Devices 2021 CIDR 5.8568233e-05
7,151 Interpretable Clustering of Multivariate Time Series with Time2Feat 2023 VLDB 5.5982871e-05
8,160 PIDS: Attribute Decomposition for Improved Compression and Query Performance in Columnar Storage 2020 VLDB 5.3871591e-05
9,488 Time-Series Anomaly Detection: Overview and New Trends 2024 VLDB 5.1708619e-05
9,626 Theseus: Navigating the Labyrinth of Time-Series Anomaly Detection 2022 VLDB 5.1483755e-05
9,658 Odyssey: An Engine Enabling The Time-Series Clustering Journey 2023 VLDB 5.1453267e-05
9,909 SPARTAN: Data-Adaptive Symbolic Time-Series Approximation 2025 SIGMOD 5.1103839e-05
11,211 Understanding the Black Box: A Deep Empirical Dive into Shapley Value Approximations for Tabular Data 2025 SIGMOD 4.9793485e-05
11,749 Accelerating Similarity Search for Elastic Measures: A Study and New Generalization of Lower Bounding Distances 2023 VLDB 4.9793485e-05
13,637 ShapX Engine: A Demonstration of Shapley Value Approximations 2025 SIGMOD -
13,777 SAND in Action: Subsequence Anomaly Detection for Streams 2021 VLDB -
Previous Page 1 / 1 Next

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