Welcome to the Dynamic Time Warp suite!

The packages dtw for R and dtw-python for Python provide the most complete, freely-available (GPL) implementation of Dynamic Time Warping-type (DTW) algorithms up to date. They support arbitrary local (eg symmetric, asymmetric, slope-limited) and global (windowing) constraints, fast native code, several plot styles, and more.

DTW is a family of algorithms which compute the local stretch or compression to apply to the time axes of two timeseries in order to optimally map one (query) onto the other (reference). DTW outputs the remaining cumulative distance between the two and, if desired, the mapping itself (warping function). DTW is widely used for classification and clustering tasks, e.g. in bioinformatics, chemometrics, econometrics, and general timeseries mining.

The R package is described in a companion paper which includes detailed instructions and extensive background on things like multivariate matching, open-end variants for real-time use, interplay between recursion types and length normalization, history, etc. The dtw-python module on PyPi is its direct Python equivalent.

Availability

Both are available for all major platforms and regularly tested and built via continuous integration. Source code is available on GitHub and in the CRAN package.

Features

The implementation provides:

In addition to computing alignments, the package provides:

Multivariate timeseries can be aligned with arbitrary local distance definitions, leveraging the proxy::dist (R) or scipy.spatial.distance.cdist (Python) functions.

Documentation

The best place to learn how to use the package (and a hopefully a good deal of background on DTW) is the companion paper Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw Package, freely available from the Journal of Statistical Software. It includes detailed instructions and extensive background on things like multivariate matching, open-end variants for real-time use, interplay between recursion types and length normalization, history, etc.

To learn how the dtw package is used in domains ranging from bioinformatics to chemistry to data mining, please see the list of citing papers.

The R and Python pages contain links to programming language-specific documentation. (Note: R is the prime environment for the DTW suite. Python is functionally equivalent, but part of the documentation is translated automatically and may not be as pretty.)

Quickstart

Ready-to-try examples are available in the DTW for R and DTW for Python pages.

See a gallery of sample plots, straight out of the examples in the documentation.

Citation

If you use dtw, do cite it in any publication reporting results obtained with this software. Please follow the directions given in citation("dtw"), i.e. cite:

When using partial matching (unconstrained endpoints via the open.begin/open.end options) and/or normalization strategies, please also cite:

License

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program. If not, see https://www.gnu.org/licenses/.

Contact

I am happy to provide support and seminars to academic and public research institutions. For seminars, please indicate dates, preferred format, and audience type.

Toni dot Giorgino at gmail.com

Istituto di Biofisica (IBF-CNR)
Consiglio Nazionale delle Ricerche
c/o Dept. of Biosciences, University of Milan
Milano, Italy

Commercial support

Research contracts for on-site and remote R&D for commercial companies are available through the Biophysics Institute.