Feature Request: Dynamic Time Warping
R has a toolbox for it http://dtw.r-forge.r-project.org/

mlpy has something on these lines as well, though not as complete.

Since Pandas has a lot of timeseries stuff, adding DTW might be good. Or if not adding afresh, integrating with R or mlpy package maybe, or simply using rpy2 interface within Pandas and expand the sections here http://pandas.pydata.org/pandas-docs/dev/r_interface.html

References:
- http://stackoverflow.com/questions/5695388/dynamic-time-warping-in-python
- http://rdatamining.wordpress.com/2011/08/23/time-series-analysis-and-mining-with-r/
  (specifically the section on clustering)
