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dtwpy

DTWpy is a open source Python3 library for fast and parallel computation of Dynamic Time Warping distances and alignments of time series.

This project is a standalone version of the mlpy implementation for Dynamic Time Warping.

Building on top of that implementation, wrapper functions are provided for ease of use.

The package includes a easy to use plotting library for pairwise time series alignment and cost visualization.

Installation

The package requires Python >=3.3 since it uses the multiprocessing package to release the GIL.

The implementation also requires Cython so if you do not have it installed you will need to run

pip install Cython

To compile the dependencies you will have to run the following command

python setup_dtw.py build_ext --inplace

Tutorial

A demo showcasing the behavior of the different DTW functions and some time benchmarks is shown here