R help - Oct 2020 - Help in Coding

Good morning dear administrators,
Please help me to code this code in R.
I working in the multivariate time series data, know my objective is that to one
year forecast of the hourly time series data, using first five as a training set
and the remaining one year as validation. For this??I transform the the data
into functional data through Fourier basis functional, apply functional
principle components as dimensional reduction explaining a specific amount of
variation? ?, using the corresponding? functional principle components scores. I
use the VAR model on those FPCscores for forecasting one day ahead forecast,
know my problem is that i choose four Fpc,s which give only four value in a
single day, I want the forecast for 24 hours not only 4, and then i want to
transform it back to the original functional data. for the understanding i am
sharing my code (1) transform of the multivariate time series data in functional
data(2) the functional principle components and the corresponding scores(3) I
use functional final prediction error for the selection of the parameters on the
VAR model(4) Using VAR for the analysis and forecasting .(1)?nb = 23 # number of
basis functions for the data? fbf = create.fourier.basis(rangeval=c(0,1),
nbasis=nb) # basis for data? args=seq(0,1,length=24)?
fdata1=Data2fd(args,y=t(mat),fbf) # functions generated from discretized
y(2)?ffpe = fFPE(fdata1, Pmax=10)? d.hat = ffpe[1] #order of the model? p.hat =
ffpe[2] #lag of the model
(3) n = ncol(fdata1$coef)? D = nrow(fdata1$coef)? #center the data? mu =
mean.fd(fdata1)? data = center.fd(fdata1)? #fPCA? fpca = pca.fd(data,nharm=D)?
scores = fpca$scores[,1:d.hat](4)?# to avoid warnings from vars predict function
below? ? ? colnames(scores) <- as.character(seq(1:d.hat))? ? ? VAR.pre=
predict(VAR(scores, p.hat), n.ahead=1, type="const")$fcst
after this iIneed help first how i transform this into original Functional data
and to obtain the for for each 24 hours (mean one day forecast) and to how to
generalize the result for one year.

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[1] https://stat.ethz.ch/pipermail/r-help/2020-October/469056.html

[2]
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[3] http://adv-r.had.co.nz/Reproducibility.html

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On October 13, 2020 8:42:08 PM PDT, Faheem Jan via R-help <r-help at
r-project.org> wrote:
>
>Good morning dear administrators,
>Please help me to code this code in R.
>I working in the multivariate time series data, know my objective is
>that to one year forecast of the hourly time series data, using first
>five as a training set and the remaining one year as validation. For
>this??I transform the the data into functional data through Fourier
>basis functional, apply functional principle components as dimensional
>reduction explaining a specific amount of variation? ?, using the
>corresponding? functional principle components scores. I use the VAR
>model on those FPCscores for forecasting one day ahead forecast, know
>my problem is that i choose four Fpc,s which give only four value in a
>single day, I want the forecast for 24 hours not only 4, and then i
>want to transform it back to the original functional data. for the
>understanding i am sharing my code (1) transform of the multivariate
>time series data in functional data(2) the functional principle
>components and the corresponding scores(3) I use functional final
>prediction error for the selection of the parameters on the VAR
>model(4) Using VAR for the analysis and forecasting .(1)?nb = 23 #
>number of basis functions for the data? fbf
>create.fourier.basis(rangeval=c(0,1), nbasis=nb) # basis for data?
>args=seq(0,1,length=24)? fdata1=Data2fd(args,y=t(mat),fbf) # functions
>generated from discretized y(2)?ffpe = fFPE(fdata1, Pmax=10)? d.hat
>ffpe[1] #order of the model? p.hat = ffpe[2] #lag of the model
>(3) n = ncol(fdata1$coef)? D = nrow(fdata1$coef)? #center the data? mu
>= mean.fd(fdata1)? data = center.fd(fdata1)? #fPCA? fpca
>pca.fd(data,nharm=D)? scores = fpca$scores[,1:d.hat](4)?# to avoid
>warnings from vars predict function below? ? ? colnames(scores) <-
>as.character(seq(1:d.hat))? ? ? VAR.pre= predict(VAR(scores, p.hat),
>n.ahead=1, type="const")$fcst
>after this iIneed help first how i transform this into original
>Functional data and to obtain the for for each 24 hours (mean one day
>forecast) and to how to generalize the result for one year.
>
>	[[alternative HTML version deleted]]
>
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-- 
Sent from my phone. Please excuse my brevity.