A system and method for discovering similar time sequences in a database of time sequences includes a computer-implemented program which first breaks each sequence into small windows. The windows from the first sequence are compared to selected windows from the second sequence to determine which windows are similar. Pairs of similar windows are then stitched together when certain stitching constraints are met to establish pairs of similar subsequences. Likewise, pairs of similar subsequences are stitched together, and the lengths of the stitched subsequences are then compared to the overall length of the time sequences to determine whether the time sequences meet a similarity criteria.