Convolutional1DAutoencoder: ConvolutionalAutoencoder

In jdestefani/ExtendedDFML: Extended Dynamic Factor Machine Learner

Description

Auxiliary function defining a 1D convolutional autoencoder model (1 1DConv + 2x 1DConv+MaxPool)

Usage

Convolutional1DAutoencoder(X, filters = c(32, 32, 16))

Arguments

X	nxN matrix containing the N time series as columns, each one of length n time steps
filters	Size of the the filters in the different layers - numeric vector

Value

List containing:

• autoencoder: Fitted autoencoder model (full model) - Keras object

• encoder: Encoder part of the autoencoder model (Original space -> Latent Dimensions) - Keras object

• decoder: Decoder part of the autoencoder model (Latent Dimensions -> Original space) - Keras object

jdestefani/ExtendedDFML documentation built on Dec. 20, 2021, 10:04 p.m.