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

It seems like tslearn's dtw_path() is exactly what you are looking for. to quote the docs linked before:

Compute Dynamic Time Warping (DTW) similarity measure between (possibly multidimensional) time series and return both the path and the similarity.

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It is not required that both time series share the same size, but they must be the same dimension. [...]

The implementation they provide follows:

H. Sakoe, S. Chiba, “Dynamic programming algorithm optimization for spoken word recognition,” IEEE Transactions on Acoustics, Speech and Signal Processing, vol. 26(1), pp. 43–49, 1978.