Dynamic Time Warping (DTW) algorithm implementation for .NET C#

• Single or multivariate
• Data preprocessing options (none, centering, normalization, standardization)
• Optional weights for variables
• Manhattan, Euclidean, SquaredEuclidean distance measures
• Optional boundary constraints (1, 1) and (m,n)
• Sakoe-Chiba band
• Ikatura paralelogram (custom slope constraint can be specified which results in such paralelogram)
• C# code written with performance in mind (fast data structures, local variables caching for loops etc.)

Three libraries:

• NDtw (algorithm)
• NDtw.Visualization.Wpf (visualization WPF user controls included: series and matrix)
• NDtw.Examples (WPF example application for demonstration purposes)

Usage:

• very simple: var cost = new Dtw(seriesA, seriesB).GetCost();
• or much more complex initialization of Dtw class with various features

Available on NuGet:

• NDtw
• NDtw.Visualization.Wpf

• http://oxyplot.codeplex.com/, a great charting library
• Sample data provider: 'Classification of individual consumption by purpose - 1998 (COICOP), source: Eurostat'
• everyone else for various code snippets (mentioned in code)

NDtw is released under the MIT license: www.opensource.org/licenses/MIT