You can use XPath in XSL.
Something like  <xsl:for-each select="timeSeries/seriesName/observation[ 
date='2001-03-13']/*>
   <xsl:.......>
</xsl:for-each>

In cocoon, there are ways to "loop" through a directory, so you can query 
every file ....

>
> <timeSeries>
>       <seriesName>P12345</seriesName>
>       <observation>
>
>               <date>2001-03-12</date>
>               <value>1.25</value>
>
>               <date>2001-03-13</date>
>               <value>1.28</value>
>
>       </observation>
> </timeSeries>
>
> ... etc.
>
> Now: using the various mechanisms available through Cocoon, how best
> would I "query" a given file (directly, as opposed to through a
> database) via an HTML form, e.g., to extract and display only
> selected dates/values?
>

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