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https://github.com/pydata/xarray/issues/3218#issuecomment-521404974 https://api.github.com/repos/pydata/xarray/issues/3218 521404974 MDEyOklzc3VlQ29tbWVudDUyMTQwNDk3NA== 923438 2019-08-14T20:25:52Z 2019-08-14T20:25:52Z NONE

As of now, a simple workaround would be to do these tasks in pandas and switch back and forth.

A couple of years ago - before pandas had pd.merge_asof - I had implemented a version of this logic in numba when working with numpy arrays. It was blazingly fast - and if there is interest I can try to dig it up ? I would need some help making it work for xarrays and publishing it into the master branch.

On Wed, Aug 14, 2019, 14:12 Maximilian Roos notifications@github.com wrote:

I think this would be good. It would need to be implemented outside of python (cython / numba / etc) given the performance requirements. I'm not sure whether we could borrow the pandas functionality and apply it to multi-dimensional arrays.

Assuming we'd need to write our own, xarray doesn't have any cython dependencies, so I think it would be best in a separate and optional package. These could go in numbagg. It's non-trivial work, so someone would have to have a strong need for it.

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