Time-series similarity: a verified reading map

Checked on 2026-10-29. This page connects 30 research sources to specific definitions, comparisons and limitations. It complements the EchoTime method atlas; an entry here is a literature reference, not an implementation or performance claim about EchoTime.

The same records are available as JSON and BibTeX. Citation keys are stable across all three files. The JSON records include verification level, successful source URLs, publication status and evidence boundaries.

What to decide before choosing a score

Specify the comparison object (complete series, a local window, a multivariate event, or a learned representation), the differences that should count as errors, the differences that should be tolerated, and the downstream decision. These are design choices. A citation identifies the mathematical or empirical basis for a candidate; the target application still needs validation.

Question Relevant reading What must remain explicit
Is timing fixed, globally shifted, or locally warped? DTW, SBD/k-Shape, shapeDTW, ADTW Local cost, lag/window, endpoint and penalty policies
May unmatched samples be ignored or edited? LCSS, ERP, EDR, MSM Thresholds, gap values and edit costs
Do timestamps and channel synchronization matter? TWED, multivariate DTW, 2025 comparison Time units, shared origin, channel scales and coupled/independent alignments
Is the object a training loss or a mathematical metric? GAK, soft-DTW, corrected divergences, DILATE Ground-cost conditions, differentiability, non-negativity and triangle inequality are separate properties
Is the task finding repeated local patterns? Matrix Profile Window length, exclusion zone and normalization
Is the challenge indexing a large collection? SFA, SOFA Exact target distance, lower-bound conditions, build cost and query workload
Can a learned embedding define useful neighbors? TS2Vec, SimMTM, MOMENT, TS-RAG Checkpoint, pooling, scaling, data overlap and task-specific relevance evidence

Recent additions and their evidence type

The following 2023–2026 papers address different questions. Their outcomes should be compared within those questions.

Work What it contributes Evidence that must not be inferred
ADTW, 2023 An additive penalty on warping operations A universally optimal distance
SimMTM, 2023 Similarity-assisted masked representation learning Validated standalone semantic retrieval
MOMENT, 2024 General-purpose pretrained time-series models A universal metric for all notions of similarity
Multivariate comparison, 2025 Joint evaluation of distances, preprocessing and channel assumptions A ranking that transfers to every new task
SOFA, 2025 Exact Euclidean nearest-neighbor indexing General DTW acceleration or semantic ranking quality
TS-RAG, 2025 Retrieval-augmented forecasting A retrieval-quality improvement isolated from the forecasting model
tsdistances, 2026 CPU/GPU implementations of distance algorithms A speedup measured in EchoTime or on the reader's hardware

Claim-to-citation map

Rows marked Boundary include editorial inferences that limit a paper's scope. They do not claim that the cited authors explicitly tested every excluded use.

ID Claim supported or bounded Citation role Sources
C01 Alignment restrictions and local costs define the DTW comparison. Definition sakoe1978dtw, herrmann2023adtw
C02 Matching tolerances and gap penalties change the meaning of elastic edit scores. Definition vlachos2002lcss, chen2004erp, chen2005edr, stefan2013msm
C03 Timestamp differences and channel coupling are explicit modeling choices. Boundary marteau2009twed, shokoohi2017multidtw, dhondt2025multivariate
C04 Global shifts and local warps capture different forms of temporal mismatch. Contrast paparrizos2015kshape, zhao2018shapedtw, sakoe1978dtw
C05 Raw soft-DTW, corrected divergence, kernel and metric are distinct objects. Boundary cuturi2011gak, cuturi2017softdtw, blondel2021divergences
C06 A fixed-window subsequence join needs a window and a self-match policy. Definition yeh2016matrixprofile
C07 Exact retrieval indexing preserves a chosen target distance; it does not establish semantic relevance. Boundary schaefer2012sfa, schaefer2025sofa
C08 Learned and pretrained representations require a separate test of the intended similarity task. Boundary yue2022ts2vec, dong2023simmtm, goswami2024moment
C09 Retrieval-assisted forecast performance does not isolate retrieval quality. Boundary ning2025tsrag
C10 Runtime comparisons must specify implementation, workload and hardware. Boundary wu2022fastdtw, azzari2026tsdistances
C11 Method rankings and normalization findings are conditional on evaluation design. Boundary ding2008comparison, dhondt2025multivariate
C12 Histogram construction and square-root choice matter for Jensen-Shannon comparison. Boundary bandt2002permutation, lin1991js, endres2003jsmetric

Source records

Read the verification level beside each record. Definitions are concise paraphrases; quantitative rankings are intentionally left with the original experimental protocols.

sakoe1978dtw

Dynamic programming algorithm optimization for spoken word recognition — Hiroaki Sakoe, Seibi Chiba. IEEE Transactions on Acoustics, Speech, and Signal Processing (1978).

vlachos2002lcss

Discovering Similar Multidimensional Trajectories — Michail Vlachos, Dimitrios Gunopulos, George Kollios. Proceedings of the 18th International Conference on Data Engineering (2002).

chen2004erp

On The Marriage of Lp-norms and Edit Distance — Lei Chen, Raymond T. Ng. Proceedings of the 30th International Conference on Very Large Data Bases (2004).

chen2005edr

Robust and Fast Similarity Search for Moving Object Trajectories — Lei Chen, M. Tamer Özsu, Vincent Oria. Proceedings of the ACM SIGMOD International Conference on Management of Data (2005).

marteau2009twed

Time warp edit distance with stiffness adjustment for time series matching — Pierre-François Marteau. IEEE Transactions on Pattern Analysis and Machine Intelligence (2009).

stefan2013msm

The Move-Split-Merge Metric for Time Series — Alexandra Stefan, Vassilis Athitsos, Gautam Das. IEEE Transactions on Knowledge and Data Engineering (2013).

paparrizos2015kshape

k-Shape: Efficient and Accurate Clustering of Time Series — John Paparrizos, Luis Gravano. Proceedings of the ACM SIGMOD International Conference on Management of Data (2015).

zhao2018shapedtw

shapeDTW: Shape Dynamic Time Warping — Jiaping Zhao, Laurent Itti. Pattern Recognition (2018).

cuturi2011gak

Fast Global Alignment Kernels — Marco Cuturi. Proceedings of the 28th International Conference on Machine Learning (2011).

cuturi2017softdtw

Soft-DTW: a Differentiable Loss Function for Time-Series — Marco Cuturi, Mathieu Blondel. Proceedings of the 34th International Conference on Machine Learning (2017).

blondel2021divergences

Differentiable Divergences Between Time Series — Mathieu Blondel, Arthur Mensch, Jean-Philippe Vert. Proceedings of the 24th International Conference on Artificial Intelligence and Statistics (2021).

leguen2019dilate

Shape and Time Distortion Loss for Training Deep Time Series Forecasting Models — Vincent Le Guen, Nicolas Thome. Advances in Neural Information Processing Systems (2019).

yeh2016matrixprofile

Matrix Profile I: All Pairs Similarity Joins for Time Series: A Unifying View That Includes Motifs, Discords and Shapelets — Chin-Chia Michael Yeh, Yan Zhu, Liudmila Ulanova, Nurjahan Begum, Yifei Ding, Hoang Anh Dau, Diego Furtado Silva, Abdullah Mueen, Eamonn Keogh. 2016 IEEE 16th International Conference on Data Mining (2016).

schaefer2012sfa

SFA: A Symbolic Fourier Approximation and Index for Similarity Search in High Dimensional Datasets — Patrick Schäfer, Mikael Högqvist. Proceedings of the 15th International Conference on Extending Database Technology (2012).

batista2011cid

A Complexity-Invariant Distance Measure for Time Series — Gustavo E. A. P. A. Batista, Xiaoyue Wang, Eamonn J. Keogh. Proceedings of the 2011 SIAM International Conference on Data Mining (2011).

shokoohi2017multidtw

Generalizing DTW to the multi-dimensional case requires an adaptive approach — Mohammad Shokoohi-Yekta, Bing Hu, Hongxia Jin, Jun Wang, Eamonn Keogh. Data Mining and Knowledge Discovery (2017).

ding2008comparison

Querying and Mining of Time Series Data: Experimental Comparison of Representations and Distance Measures — Hui Ding, Goce Trajcevski, Peter Scheuermann, Xiaoyue Wang, Eamonn Keogh. Proceedings of the VLDB Endowment (2008).

wu2022fastdtw

FastDTW is Approximate and Generally Slower Than the Algorithm it Approximates — Renjie Wu, Eamonn J. Keogh. IEEE Transactions on Knowledge and Data Engineering (2022).

yue2022ts2vec

TS2Vec: Towards Universal Representation of Time Series — Zhihan Yue, Yujing Wang, Juanyong Duan, Tianmeng Yang, Congrui Huang, Yunhai Tong, Bixiong Xu. Proceedings of the AAAI Conference on Artificial Intelligence (2022).

herrmann2023adtw

Amercing: An intuitive and effective constraint for dynamic time warping — Matthieu Herrmann, Geoffrey I. Webb. Pattern Recognition (2023).

dong2023simmtm

SimMTM: A Simple Pre-Training Framework for Masked Time-Series Modeling — Jiaxiang Dong, Haixu Wu, Haoran Zhang, Li Zhang, Jianmin Wang, Mingsheng Long. Advances in Neural Information Processing Systems (2023).

goswami2024moment

MOMENT: A Family of Open Time-series Foundation Models — Mononito Goswami, Konrad Szafer, Arjun Choudhry, Yifu Cai, Shuo Li, Artur Dubrawski. Proceedings of the 41st International Conference on Machine Learning (2024).

paparrizos2024survey

A Survey on Time-Series Distance Measures — John Paparrizos, Haojun Li, Fan Yang, Kaize Wu, Jens E. d'Hondt, Odysseas Papapetrou. arXiv (2024).

dhondt2025multivariate

A Structured Study of Multivariate Time-Series Distance Measures — Jens E. d'Hondt, Haojun Li, Fan Yang, Odysseas Papapetrou, John Paparrizos. Proceedings of the ACM on Management of Data (2025).

schaefer2025sofa

Fast and Exact Similarity Search in Less than a Blink of an Eye — Patrick Schäfer, Jakob Brand, Ulf Leser, Botao Peng, Themis Palpanas. Proceedings of the 41st IEEE International Conference on Data Engineering (2025).

ning2025tsrag

TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot Forecaster — Kanghui Ning, Zijie Pan, Yu Liu, Yushan Jiang, James Zhang, Kashif Rasul, Anderson Schneider, Lintao Ma, Yuriy Nevmyvaka, Dongjin Song. Advances in Neural Information Processing Systems (2025).

azzari2026tsdistances

Algorithm 1061: tsdistances: A High-Performance Python Library for Time Series Distances with GPU Support — Alberto Azzari, Andrea Cracco, Francesco Masillo, Pietro Sala. ACM Transactions on Mathematical Software (2026).

bandt2002permutation

Permutation Entropy: A Natural Complexity Measure for Time Series — Christoph Bandt, Bernd Pompe. Physical Review Letters (2002).

lin1991js

Divergence Measures Based on the Shannon Entropy — Jianhua Lin. IEEE Transactions on Information Theory (1991).

endres2003jsmetric

A New Metric for Probability Distributions — Dominik M. Endres, Johannes E. Schindelin. IEEE Transactions on Information Theory (2003).

Search scope and limitations

Review type: targeted narrative evidence collection, not an exhaustive systematic review.

The search started from method families already present in EchoTime, then checked recent work on elastic alignment, exact retrieval, learned representations, multivariate comparisons and distance software. Sources were prioritized in this order: original publisher/conference papers; author-hosted manuscripts; author-institution records. Bibliographic indexes were used only to corroborate metadata or locate original sources.

Representative searches used on 2026-10-29:

Limitations:

A method citation supports a definition or a documented experiment. It does not certify that a similarly named function is equivalent to the reference implementation. Implementation comparisons should record the local cost, preprocessing, boundary cases, dependency version and test evidence.

Maintaining this collection

Add a reference only after checking a primary source. Record the precise supported claim, a boundary, the source URLs and the access date. Prefer a verified formal version over its preprint, and keep both URLs in one record when needed. Leave unavailable metadata out of BibTeX. Use the same stable key in the Markdown heading, JSON record and BibTeX entry. Do not insert unverified accuracy or speed claims into the method atlas.


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