Intersect times indexes to avoid creating new TimeSeries for optimiza…

…tion purposes.

darts/timeseries.py

@@ -2494,14 +2494,7 @@ def slice_intersect(self, other: Self) -> Self:
         TimeSeries
             a new series, containing the values of this series, over the time-span common to both time series.
         """
-        if other.has_same_time_as(self):
-            return self.__class__(self._xa)
-        if other.freq == self.freq:
-            start, end = self._slice_intersect_bounds(other)
-            return self[start:end]
-        else:
-            time_index = self.time_index.intersection(other.time_index)
-            return self[time_index]
+        return slice_intersect([self, other])[0]
 
     def slice_intersect_values(self, other: Self, copy: bool = False) -> np.ndarray:
         """
@@ -5675,17 +5668,18 @@ def slice_intersect(series: Sequence[TimeSeries]) -> Sequence[TimeSeries]:
     if not series:
         return []
 
-    int_series = []
-    int_ts = series[0]
+    int_time_index = series[0].time_index
     for ts in series[1:]:
-        int_ts = int_ts.slice_intersect(ts)
-    int_series.append(int_ts)
+        int_time_index = int_time_index.intersection(ts.time_index)
 
+    ts_other = series[0]
     for ts in series[1:]:
-        ts = ts.slice_intersect(int_series[-1])
-        int_series.append(ts)
+        int_time_index = int_time_index.intersection(
+            ts.time_index.intersection(ts_other.time_index)
+        )
+        ts_other = ts
 
-    return int_series
+    return [ts[int_time_index] for ts in series]
 
 
 def _finite_rows_boundaries(