Hi Francisco,
after searching a little bit more I found a solution. I went to my home
directory in:
~/.matplotlib
and renamed fontList.cache to fontList.cache.backup (it would be the same as
if i deleted it, but I wanted a backup just if I had any other problems).
After that I tryed to run my script again and the Times New Roman font was
working fine.
I've installed the package of true types fonts of microsoft too. In my ubuntu
it was ttf-mscorefonts-installer. Don't know if this is really necessary.
Apparently, what I read about this problem relates this issue with some sort
of problem in atualization of fontList.cache file
Best regards