[SciPy-dev] time series implementation approach

[Pierre GM]

(not to self: don't send an email when it's not finished)

> where apply can be any array method. In my case, where I have to compute
> aggregated data, monthly sums of daily values, i'd just do
>
> monthlySeries = myDailyData.convert(freq='MONTHLY', apply='sum')
> et voila !

As a follow-up:
David, you should really check what Matt did. In addition to "freq", his time 
series have an attribute "observed", that dictate how to postprocess the 
data. 
Your "apply" flag is an idea we were toying with, and is not incompatible with 
the approach I just described. Should you need the grouped data, you'd just 
use "apply=None".