LSTMConvolutional1DAutoencoder: LSTMConvolutional1DAutoencoder

In jdestefani/ExtendedDFML: Extended Dynamic Factor Machine Learner

Description

Auxiliary function defining a convolutional + LSTM autoencoder model with one convolutional and two hidden layers

Usage

LSTMConvolutional1DAutoencoder(X, latent_dim = c(32, 32, 16))

Arguments

X	nxN matrix containing the N time series as columns, each one of length n time steps
latent_dim	Number of filters (1st value) / LSTM cells (2nd/3rd values) in the hidden 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.