Is your feature request related to a current problem? Please describe.
Distance metrics are central to time series classification and clustering, and DTW is a widely used distance measure for time series. Classification and clustering algorithms often require computing pairwise distances between time series, which can be computationally expensive.
Current DTW in Darts is pure Python and very slow. An efficient DTW implementation could be a first step towards building classification and clustering support in Darts.
Describe proposed solution
I've created a PR #3141 to demonstrate an efficient DTW impl. in C++ and to invite discussion.
Describe potential alternatives
A clear and concise description of any alternative solutions or existing features that might solve it.
Additional context
Add any other context or screenshots about the feature request here.
Is your feature request related to a current problem? Please describe.
Distance metrics are central to time series classification and clustering, and DTW is a widely used distance measure for time series. Classification and clustering algorithms often require computing pairwise distances between time series, which can be computationally expensive.
Current DTW in Darts is pure Python and very slow. An efficient DTW implementation could be a first step towards building classification and clustering support in Darts.
Describe proposed solution
I've created a PR #3141 to demonstrate an efficient DTW impl. in C++ and to invite discussion.
Describe potential alternatives
A clear and concise description of any alternative solutions or existing features that might solve it.
Additional context
Add any other context or screenshots about the feature request here.