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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
5.4565877e-05
Overall Rank
7,661 | 48.65%
DOI
10.1145/3725258
PDF
Download (CC BY 4.0)

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}
}

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Rank Citing Paper Year Venue Pagerank
7,119 Time-Series Clustering: A Comprehensive Study of Data Mining, Machine Learning, and Deep Learning Methods 2025 VLDB 5.580601e-05
9,522 TSB-AutoAD: Towards Automated Solutions for Time-Series Anomaly Detection 2025 VLDB 5.151324e-05
9,523 Beyond Compression: A Comprehensive Evaluation of Lossless Floating-Point Compression 2025 VLDB 5.151324e-05
9,951 SPARTAN: Data-Adaptive Symbolic Time-Series Approximation 2025 SIGMOD 5.0910746e-05
10,546 HYDRA: A Multi-Level Hierarchy-Driven Approach for Robust Anomaly Detection in Time Series 2026 SIGMOD 4.9605343e-05
10,560 MUFASA: Fast and Accurate Multivariate Time-Series Clustering 2026 SIGMOD 4.9605343e-05
10,587 The Power of Anomaly Detection in Predictive Maintenance: [Experiments & Analysis] 2026 SIGMOD 4.9605343e-05
11,049 MCAD: Multivariate Correlation Anomaly Data Generator 2026 VLDB 4.9605343e-05
11,145 MS-Index: Fast Top-k Subsequence Search for Multivariate Time Series under Euclidean Distance 2026 VLDB 4.9605343e-05
11,277 Understanding the Black Box: A Deep Empirical Dive into Shapley Value Approximations for Tabular Data 2025 SIGMOD 4.9605343e-05
11,408 BURST: Rendering Clustering Techniques Suitable for Evolving Streams 2025 VLDB 4.9605343e-05
13,705 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
143 LOF: Identifying Density-Based Local Outliers 2000 SIGMOD 0.00029095978
198 Locally Adaptive Dimensionality Reduction for Indexing Large Time Series Databases 2001 SIGMOD 0.00025558119
307 On The Marriage of Lp-norms and Edit Distance 2004 VLDB 0.00021496009
587 Efficient Algorithms for Mining Outliers from Large Data Sets 2000 SIGMOD 0.00015900873
625 Efficiently Supporting Ad Hoc Queries in Large Datasets of Time Sequences 1997 SIGMOD 0.00015436082
832 Similarity-Based Queries for Time Series Data 1997 SIGMOD 0.00013562724
918 Querying and Mining of Time Series Data: Experimental Comparison of Representations and Distance Measures 2008 VLDB 0.00013051871
1,298 Indexing Spatio-Temporal Trajectories with Chebyshev Polynomials 2004 SIGMOD 0.00011104678
1,578 k-Shape: Efficient and Accurate Clustering of Time Series 2015 SIGMOD 0.00010155847
1,636 SAND: Streaming Subsequence Anomaly Detection 2021 VLDB 9.9985086e-05
1,738 Indexable PLA for Efficient Similarity Search 2007 VLDB 9.7335994e-05
1,755 TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data 2022 VLDB 9.7074778e-05
1,950 TSB-UAD: An End-to-End Benchmark Suite for Univariate Time-Series Anomaly Detection 2022 VLDB 9.303437e-05
1,981 Decomposed Bounded Floats for Fast Compression and Queries 2021 VLDB 9.2505963e-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
2,984 A Decade of Progress in Indexing and Mining Large Time Series Databases 2006 VLDB 7.7696965e-05
3,311 Volume Under the Surface: A New Accuracy Evaluation Measure for Time-Series Anomaly Detection 2022 VLDB 7.4166167e-05
3,315 Fast Time-Series Searching with Scaling and Shifting 1999 PODS 7.4155055e-05
3,521 Scalable, Variable-Length Similarity Search in Data Series: The ULISSE Approach 2018 VLDB 7.2177846e-05
3,734 Choose Wisely: An Extensive Evaluation of Model Selection for Anomaly Detection in Time Series 2023 VLDB 7.0434227e-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
4,717 Debunking Four Long-Standing Misconceptions of Time-Series Distance Measures 2020 SIGMOD 6.4388287e-05
5,264 Top-k Nearest Neighbor Search In Uncertain Data Series 2015 VLDB 6.1929831e-05
5,381 Rare Time Series Motif Discovery from Unbounded Streams 2015 VLDB 6.1385317e-05
5,489 Good to the Last Bit: Data-Driven Encoding with CodecDB 2021 SIGMOD 6.0972774e-05
6,202 VergeDB: A Database for IoT Analytics on Edge Devices 2021 CIDR 5.8347611e-05
7,178 Interpretable Clustering of Multivariate Time Series with Time2Feat 2023 VLDB 5.5771343e-05
8,175 PIDS: Attribute Decomposition for Improved Compression and Query Performance in Columnar Storage 2020 VLDB 5.3689261e-05
9,528 Time-Series Anomaly Detection: Overview and New Trends 2024 VLDB 5.151324e-05
9,660 Theseus: Navigating the Labyrinth of Time-Series Anomaly Detection 2022 VLDB 5.1289226e-05
9,694 Odyssey: An Engine Enabling The Time-Series Clustering Journey 2023 VLDB 5.1258854e-05
9,951 SPARTAN: Data-Adaptive Symbolic Time-Series Approximation 2025 SIGMOD 5.0910746e-05
11,277 Understanding the Black Box: A Deep Empirical Dive into Shapley Value Approximations for Tabular Data 2025 SIGMOD 4.9605343e-05
11,799 Accelerating Similarity Search for Elastic Measures: A Study and New Generalization of Lower Bounding Distances 2023 VLDB 4.9605343e-05
13,683 ShapX Engine: A Demonstration of Shapley Value Approximations 2025 SIGMOD -
13,822 SAND in Action: Subsequence Anomaly Detection for Streams 2021 VLDB -
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