Start by telling us what time-intervals the two series actually represent? And have same length? – smci – 2017-03-05T02:37:52.777

Answers

5

This only makes sense if you look at the time series as vectors with same length. In that case, there is no need for a package. Just use, for example,
numpy.linalg.norm(a-b).

Google: "Euclidean Distance python" results in http://stackoverflow.com/questions/1401712/how-can-the-euclidean-distance-be-calculated-with-numpy and in http://www.codehamster.com/2015/03/09/different-ways-to-calculate-the-euclidean-distance-in-python/

– Nikolas Rieble – 2017-01-05T08:54:25.453Start by telling us what time-intervals the two series actually represent? And have same length? – smci – 2017-03-05T02:37:52.777