How to unscale rescaled data?

I have time series data that i rescaled to values between -1,1 using the rescale function i.e.

scaled_data = rescale(data,-1,1);

I have use this data do a prediction and would now like to plot he prediction and confidence intervals in the orginal scale. Is there a way to do this? I tried

prediction_org_scale = rescale(prediction,min(data),max(data));

but realised that this is incorrect and am stuck with how to proceed.

Thanks for any help!

Answer 1

[Guillaume]

You simply need to reverse the formula (which is given in the documentation of rescale. In your particular case:

prediction_org_scale = (prediction + 1) * (max(data) - min(data)) / 2 + min(data);

The generic formula:

unscale = @(data, l, u, inmin, inmax) (data - l) * (inmax - inmin) / (u - l) + inmin;

[Adrian Connolly]

Many Thanks!