Java 8 filtering a string

How about this:

Set<Character> filter = new HashSet<>(Arrays.asList('a','b','c'));
String filtered = "abcdefga".chars ()
                            .filter(i -> filter.contains((char) i))
                            .mapToObj(i -> "" + (char) i)
                            .collect(Collectors.joining());
System.out.println (filtered);

Output:

abca

Note: filter serves the same purpose as your MYCOLLECTION - I just gave it a more meaningful name and used a Set for better performance of contains.

It could have been cleaner if there was a CharStream (i.e. stream of primitive chars), so I wouldn't have to use an IntStream.