decode: decode
In jdestefani/ExtendedDFML: Extended Dynamic Factor Machine Learner

Auxilary function to perform dimensionality increase with autoencoder techniques (only for those non based on Keras).

1	decode(model, Z_hat)

`model`	Autoencoder model to employ to perfom the decoding
`Z_hat`	h x k matrix containing the h-step ahead forecast for the k input series - Numeric

X_hat - h x N matrix containing the h-step ahead forecast for the N original series

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

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