Multidimensional/multivariate dynamic time warping (DTW) library/code in Python

Question

I am working on a time series data. The data available is multi-variate. So for every instance of time there are three data points available. Format:

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Answer 1

I think that it is a good idea to try out a method in whatever implementation is already available before considering whether it worth working on a reimplementation.

Did you try the following ?

from rpy2.robjects.packages import importr
# You'll obviously need the R package "dtw" installed with your R
dtw = importr("dtw")

# all functions and objects in the R package "dtw" are now available
# with `dtw.`