incremental_autoencoder_keras_update: incremental_autoencoder_keras

In jdestefani/ExtendedDFML: Extended Dynamic Factor Machine Learner

Description

Wrapper function for an incremental fitting of an autoencoder model

Usage

incremental_autoencoder_keras_update(
  X_update,
  method,
  model,
  time_window = 5,
  epochs = 200,
  batch_size = 32
)

Arguments

X_update	nxN matrix containing the N time series as columns, each one of length n time steps used to perform the model update
method	Autoencoder type (from AUTOENCODER_METHODS list)
model	Pre-trained autoencoder model
time_window	Size of time window (in time steps)
epochs	Number of epochs required for training
batch_size	Batch size required for training

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

• time_window: Time window used for the embedding (to fit the autoencoder) - Numeric scalar

• train_history: Object containing statistics on the training history - Keras object

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