A method for measuring time series relevance using state transition points, including inputting time series data and relevance threshold data. Then convert all time series values to ranks within [0,1] interval. Calculate the valid range of the transition point in [0,1]. Afterwards, a verification occurs that a time series Z exists for each pair of time series Z and Y, such that the relevances between X and Z, and between Y and Z are known. Then deduce the relevance of X and Y. The relevance of X and Y must be at least one of, (i) higher, and (ii) lower than, the given threshold. Provided Z is found terminate all remaining calculations for X and Y. Otherwise, segment the time series if no Z time series exists, use the segmented time series to estimate the relevance. Apply a hill climbing algorithm in the valid range to find the true relevance.