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DTW

Fast dtw implementation with matrix operations Dynamic Time Warping of two sequences, accelerated with matrix operations instead of sequential vector operations Faster than: dtw, fastdtw package (loops through iterations without matrix operations)

Parameters
----------
x: numpy.ndarray
    x.ndim == 1 or 2
y: numpy.ndarray
    y.ndim == 1 or 2 (consistent with x)
dist: function
    function which measures distance between frames from x and y
    if (ndim == 1)
        function should compare entry to entry(x[i], y[j]), and return single entry
    if (ndim == 2)
        function should compare vector to whole matrix(x[i], y), and return single vector
        it compares single vector frame from x to all vector frames in y.
        ex) x.shape == (T1, 10)
            y.shape == (T2, 10)
            dist(x[i], y)    ===> How dist is used
            dist(x[i], y).shape == (T2,)

warp: maximum warp amount when finding path
    (Not Supported Yet)
w: window size when computing cost matrix
    (Not Supported Yet)

Returns
-------
distance: minimum sum of distance across all frames
path: DTW path of x, y in list form