Euclidean distance between time series in Python

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1

While thinking about similarity between two time series, one can use DTW to approach the issue. There is a Python package for that mlpy.

It is also said to compare time series via simple euclidean distance.

Is there a Python package to this?

KcFnMi

Posted 2017-01-03T23:18:05.600

Reputation: 273

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).

oW_

Posted 2017-01-03T23:18:05.600

Reputation: 5 477