;; slower
    (let [[fdates & fvalues]
                    (apply map vector
                        (filter
                            (fn [[date _]] (pred date))
                            (apply map vector (ts :dates) (ts :values))))]
                (assoc ts :dates fdates :values fvalues)))
    ;; faster
    (let [[fdates fvalues]
            (reduce
                (fn [[fdates fvalues] [date & values]]
                    (if (pred date)
                        [(conj fdates date) (map conj fvalues values)]
                        [fdates fvalues]))
                [[] (repeat [])]
                (apply map vector (ts :dates) (ts :values)))]
            (assoc ts :dates fdates :values fvalues)))