In your given sentence 'in denen' would be the best usage.
Compare (I'll link the usage search for each) the following sentences, note that you could technically use 'welchen' in each of them instead of 'denen', but that would sound odd to me.
Die Zeiten, zu denen der Zug kommt, sind ...
This marks points in time, on the scale of minutes / seconds / timezones, so it references the time on a clock. (The times at which the train arrives are...) Larger scales would use "Die Tage, an denen" or similar.
Die Zeiten, in denen ich an dich denke, sind ...
This marks periods of time. (The times in which I think of you are...)
Die Zeiten, an denen dieses Fest gefeiert wird, sind ...
This marks occasions, that may or may not correlate to a clock or calendar. (The times at which this holiday is celebrated, are ...; The times at which you eat; The times at which you can meet me)
Die Zeiten, wo ...
This is dialect and can be used for any of the other uses.