“…The training dataset is used to train the network, and the validation dataset is utilized to obtain the optimal number of latent variables m, nodes in each layer, and each sample length l. The expectations in the lower bound equation are approximated using a Monte-Carlo estimate with twenty samples. The performance of the proposed method on the test data is compared with the other state-of-the-art techniques, including a regular GRU-based auto-encoder (GRU-AE), variational Bayesian complex PSFA (VBCPSFA) [21], and variable-wise deep Bayesian PSFA (VW-DBPSFA) [30]. Table I presents the latent variable dimension, observed variables reconstruction root mean square error (R-RMSE), target variable prediction root mean square error (P-RMSE), and the correlation between the prediction and the actual target variable (ρ) of different methods for two scenarios.…”