Reverse back functional principle components into original data

0 votes

I have an hourly time-series data of the five years, the first four years are used as a testing set,s, and the last year as a validation set. I transform the data into functional data, functional principal components are used as dimensional reduction, choose the first four functional principal components explaining the amount of variation, and the using the corresponding functional principle scores using vector autoregressive model is used for the analysis and forecasting. I want to transform the data into the original data, please help how I cloud this in R.

Oct 20 in Others by Faheem
• 120 points

edited Oct 21 by MD 40 views

1 answer to this question.

0 votes

Hi@Faheem,

It depends on your Dataset. You have a time series dataset of the FDA. You have also applied the functional dimensional reduction concept. It will be easier if you paste your Dataset and operations here.

answered Oct 21 by MD
• 77,580 points

Related Questions In Others

+2 votes
2 answers
0 votes
0 answers

Mention the difference between Data Driven Testing and Retesting?

Retesting:  It is a process of checking ...READ MORE

Feb 1, 2019 in Others by riya

closed Feb 1, 2019 by Omkar 560 views
0 votes
2 answers

Datasets for data science projects

Google has launched a separate search engine ...READ MORE

answered Feb 11, 2019 in Others by Faizal
1,053 views
0 votes
1 answer

What is functional testing?

Functional testing a type of testing where ...READ MORE

answered Feb 18, 2019 in Others by Jobin
98 views
0 votes
1 answer

Plot two variables as lines on the same graph using ggplot

If you have small number of variables, ...READ MORE

answered Apr 17, 2018 in Data Analytics by kappa3010
• 2,090 points
2,418 views
0 votes
1 answer

R lag irregular time series data

You could try using: library(dplyr) library(zoo) na.locf(ts$value[sapply(ts$time, function(x) min(which(ts$time - ...READ MORE

answered May 11, 2018 in Data Analytics by Sahiti
• 6,320 points
311 views
0 votes
1 answer

R plot arima fitted model with the original series

This question has many ways to answer, ...READ MORE

answered May 18, 2018 in Data Analytics by DataKing99
• 8,210 points
2,452 views
0 votes
1 answer

How to forecast season and trend of data using STL and ARIMA in R?

You can use the forecast.stl function for the ...READ MORE

answered May 18, 2018 in Data Analytics by DataKing99
• 8,210 points
1,062 views
0 votes
1 answer

What is a future data type in Flutter?

Hi@akhtar, Future is a type that ‘comes from the ...READ MORE

answered Aug 11 in Others by MD
• 77,580 points
106 views
0 votes
1 answer

How to Navigate to a new screen and back?

Hi@akhtar, Most apps contain several screens for displaying ...READ MORE

answered Aug 26 in Others by MD
• 77,580 points
45 views