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adding docs
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josemanuel22 committed Nov 6, 2023
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"""
`ts_invariant_statistical_loss(rec, gen, Xₜ, Xₜ₊₁, hparams)``
`ts_invariant_statistical_loss(rec, gen, Xₜ, Xₜ₊₁, hparams)`
Train a model for time series data with statistical invariance loss method.
# Arguments
#Arguments
- `rec`: The recurrent neural network (RNN) responsible for encoding the time series data.
- `gen`: The generative model used for generating future time series data.
- `Xₜ`: An array of input time series data at time `t`.
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- `K::Int`: Number of samples in the generative model.
- `noise_model`: Noise model used for generating random noise.
# Returns
#Returns
- `losses::Vector{Float64}`: A vector containing the training loss values for each iteration.
# Description
#Description
This function train a model for time series data with statistical invariance loss method. It utilizes a recurrent neural network (`rec`) to encode the time series data at time `t` and a generative model (`gen`) to generate future time series data at time `t+1`. The training process involves optimizing both the `rec` and `gen` models.
The function iterates through the provided time series data (`Xₜ` and `Xₜ₊₁`) in batches, with a sliding window of size `window_size`.
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