Description
I realized that, while there's an efficient way to map timeseries, I can't find an efficient way to filter them. I think adding a filter function would be pretty helpful, and of course I'd be willing to make a PR myself.
Another feature I'd like to see would be, just like we can merge time series, to have a merge-like operation which takes in a time series and a (sorted) list of dates (or perhaps add a keyword argument to merge for this and make merge with just one item be the identity) and returns only the elements of that time series which have a date in the sorted list of dates. I'd also be willing to write a PR for this one, but would like some advice as to whether I should make a separate function or add a keyword argument to merge (in this case, we'd should also support passing in multiple sorted date vectors... perhaps we could also simply overload merge to accept sorted date vectors as well as TimeArrays...)