The invention relates to a data stream similarity connection method. According to a preset time span value P, a B+tree forest set index is constructed on a data stream R; and when the timestamps of data tuples on the data stream R and a data stream S are within a time range of a current sliding window, on the basis of the B+tree forest set index, similarity connection between the data stream R and the data stream S on the basis of an EMD (Earth Mover's Distance) under sliding window semantics is carried out. By use of the method, on the basis of the +tree forest set index, a similarity connection method based on the sliding window semantics and the EMD on the data stream can be designed on the basis of the B+tree forest set index, a solution is put forward for the data stream similarity connection on the basis of the EMD under the sliding window semantics, and the processing efficiency and performance of the similarity connection is obviously improved.