The Dynamic Time Warping (DTW) algorithm cannot keep high classification accuracy while improving the computation speed. In order to solve the problem, a Coarse-Granularity based Dynamic Time Warping (CG-DTW) algorithm based on the idea of naive granular computing was proposed. First of all, the better temporal granularities were obtained by computing temporal variance features, and the original series were replaced by granularity features. Then, the relatively optimal corresponding temporal granularity was obtained by executing DTW with dynamically adjusting intergranular elasticity of granularities compared. Finally, the DTW distance was calculated in the case of the corresponding optimal granularity. During this progress, an early termination strategy of lower bound function was introduced for further improving the CG-DTW algorithm efficiency. The experimental results show that, the proposed algorithm was better than classical algorithm in running rate with increasing by about 21.4%, and better than dimension reduction strategy algorithm in accuracy with increasing by about 32.3 percentage points.Especially for the long time sequences classification, CG-DTW takes consideration into both high computing speed and better classification accuracy. In actual applications, CG-DTW can adapt to long time sequences classification with uncertain length.