id,node_id,number,title,user,state,locked,assignee,milestone,comments,created_at,updated_at,closed_at,author_association,active_lock_reason,draft,pull_request,body,reactions,performed_via_github_app,state_reason,repo,type
714905042,MDU6SXNzdWU3MTQ5MDUwNDI=,4486,Feature request: xr.concat: `stack` parameter,2129135,open,0,,,1,2020-10-05T14:43:40Z,2021-07-08T17:44:38Z,,NONE,,,,"<!-- Please do a quick search of existing issues to make sure that this has not been asked before. -->

**Is your feature request related to a problem? Please describe.**
In the case of dependent dimensions, there is a lot of missing data, and using a stacked layout is preferable. Composing an array using `concat` and then `stack` is not very memory efficient and results in NaN's that have to be removed.

I am now composing an array using `concat` and then reshaping using `stack`. This can consume a lot of memory, and requires explicit removal of the NaN's after stacking. Having a `stack` parameter to `concat` that takes the desired index would be very useful.

**Describe the solution you'd like**
 A `stack` parameter to `concat` that takes the desired index would be very useful.

Initially it may just do the naive `concat` followed by a `stack` and removal of NaN, but eventually it should insert items correctly without creating NaN.

**Describe alternatives you've considered**
Composing an array using `concat` and then `stack` is not very memory efficient and results in NaN's that have to be removed.

**Additional context**
Issue related to `concat` and `stack` https://github.com/pydata/xarray/issues/981.
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