The present invention provides an index structure for managing weighted-sequences in large databases. A weighted-sequence is defined as a two-dimensional structure in which each element in the sequence is associated with a weight. A series of network events, for instance, is a weighted-sequence because each event is associated with a timestamp. Querying a large sequence database by events' occurrence patterns is a first step towards understanding the temporal causal relationships among the events. The index structure proposed herein enables the efficient retrieval from the database of all subsequences (contiguous and non-contiguous) that match a given query sequence both by events and by weights. The index structure also takes into consideration the nonuniform frequency distribution of events in the sequence data.