how to inverse forecast data to original after predict using stationany data from differencing?
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Description
I'm newbie, I have a project about time series forecasting, I use facebook prophet.
This is my route:
stationary test -> differencing -> stationary data -> fit & predict -> forecasting data
'yhat' is inversed done, but I dont know how to inverse 'yhat_upper', 'yhat_lower',...
(I inverse 'yhat' by:
```
def inverse_differencing(root, tg):
series_inverted = []
for i in range(len(root)-1, -1,-1):
series_inverted = np.r_[root[i], tg].cumsum().astype(float)
tg = series_inverted.copy()
return series_inverted
# root is list of base value using for inverse
tg = forecast['yhat'][-prediction_size_:].copy()
series_inverted = inverse_differencing(root, tg)
```
_result is series_inverted_ )
help me, pls
my English is not good, Im sorry
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