Dynamic Time Warping(in short DTW) is a kind of sequence comparison method. It is widely used in human speech recognition. The timing difference between two speech patterns to be compared is removed by warping the time axes of the speech pattern by minimising the time-normalised distance between them. In the process of finding the minimum time-normalised distance. the efficient method is dynamic programming problem. This paper describes the concept of dynamic time warping method, mathematical formulation and an application.