Euclidean distance between time series in Python 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?
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).