dimensionality reduction using PCA

r pca
2017-09-19 11:37:08

I have multiple multivariate time series datasets(12000).Each MTS has 4 dimensions and 3500-time points.

I want to reduce each MTS into a single vector of features using PCA.

As far as i seen, in lot of cases dataset is reduced using PCA either by dimensions or time points. but not both

IS it possible to do it?