Reverse back functional principle components into original data

Question

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.

Answer 1

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.