The invention discloses a time sequence similarity query method based on inverted indexes. The method comprises steps of index building and query processing, firstly, a real value type time sequence is converted into a discrete character string through symbol aggregate approximation representation, then a characteristic subsequence is extracted, codes are stored by vector approximation files, the subsequence is converted into word insertion inverted indexes with two types of granularity, and multi-granularity time sequence inverted indexes are built. According to the time sequence similarity query method based on the inverted indexes, an efficient two-stage filtration query method is designed for the indexes, k nearest neighbor similarity query can be realized, on the premise that a higher precision ratio is guaranteed, query time overhead is shorter, and good extendibility for the time sequence length, k nearest neighbor similarity query scale and data set scale is achieved; and the method can play an important role in daily activities and industrial production such as real-time query of stock volatility, on-line pattern recognition of sensor data flow and the like.