Precisely locating low-frequency oscillation sources is the prerequisite of suppressing sustained oscillation, which is an essential guarantee for the secure and stable operation of power grids. Using synchrophasor measurements, a machine learning method is proposed to locate the source of forced oscillation in power systems. Rotor angle and active power of each power plant are utilized to construct multivariate time series (MTS). Applying Mahalanobis distance metric and dynamic time warping, the distance between MTS with different phases or lengths can be appropriately measured. The obtained distance metric, representing characteristics during the transient phase of forced oscillation under different disturbance sources, is used for offline classifier training and online matching to locate the disturbance source. Simulation results using the four-machine two-area system and IEEE 39-bus system indicate that the proposed location method can identify the power system forced oscillation source online with high accuracy.