fastdtw Documentation

You can install the fastdtw package using pip:

pip install fastdtw

The fastdtw function implements an approximate Dynamic Time Warping algorithm with $O(N)$ time and memory complexity. It calculates the distance and the optimal alignment path between two sequences.

To use it, pass two arrays (e.g., NumPy arrays) and a distance function (such as scipy.spatial.distance.euclidean) to the fastdtw function.

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)