fastdtw

Python implementation of FastDTW [1], which is an approximate Dynamic Time Warping (DTW) algorithm that provides optimal or near-optimal alignments with an O(N) time and memory complexity.

Install

pip install fastdtw

Example

import numpy as np
from scipy.spatial.distance import euclidean

from fastdtw import fastdtw

x = np.array([[1,1], [2,2], [3,3], [4,4], [5,5]])
y = np.array([[2,2], [3,3], [4,4]])
distance, path = fastdtw(x, y, dist=euclidean)
print(distance)

References