BUG: Index constructor does not set name when given a TimedeltaIndex as data
```
In [46]: tdi = pd.timedelta_range(start=0, periods=4, freq='D')

In [47]: pd.Index(tdi, name='foo').name is None
Out[47]: True

In [48]: pd.Index(tdi.values, name='foo').name is None
Out[48]: False
```

Other index types seem to work fine:

```
In [51]: dti = pd.date_range(start='2000-01-01', periods=4, freq='D')

In [52]: pd.Index(dti, name='foo').name is None
Out[52]: False
```
