Faster DTW

[vancromy]

Hello,

Thanks for a really nice repo with an easy-to-use API for quickly generating some metrics on curve similarities. I just thought I would let you know that there is a much faster DTW implementation than the one you are using in this repo which if it covers your needs you should consider replacing with the current implementation:

Link to faster DTW implementation

Carry on the great work! :)

[cjekel]

I think it's a good idea to include fast dtw into this package. We can make that package you link a dependency (since it only requires numpy w/ cython optional), and build a wrapper to ensure it conforms to the api in this package.

I already cite fast dtw, so it would be nice to include it's implementation.

[cjekel]

Does anyone want to contribute this?

Otherwise I'll post and update when I start working on this.