Describe the feature or idea you want to propose

paper at ECML 2023

https://2023.ecmlpkdd.org/program/paper-session-overview/program-19-september-2023/

proposed a means of applying DTW on series with missing values.

Paper "Estimating Dynamic Time Warping Distance Between Time Series with Missing Data"
Aras Yurtman, Jonas Soenen, Wannes Meert, Hendrik Blockeel

Describe your proposed solution

The pairwise version is the obvious first step, as a standard distance function with missing values. The collection based version should be a transformer I guess.

Describe alternatives you've considered, if relevant

No response

Additional context

No response