Dynamic Time Warping (DTW) for time series with different step sizes

Question

Is it possible to use Dynamic Time Warping (DTW) algorithm as a method to find the similarity between two time-series data that have different step/measurement sizes? For example, one is measured every hour and the other is measured every day.

Answer 1

Yes, first DTW allows to match several timepoints from one sequence to a single timepoint of another sequence. Second, if some implementation, which you use, does not allow for this, you could simply interpolate one of ypur timeserieses to match timestep of another.