Re: [R] How to insert a certain model in SVM regarding to fixed kernels

From: David Meyer <david.meyer_at_wu-wien.ac.at>
Date: Fri 12 Aug 2005 - 22:28:35 EST

Amir,

>
> Suppose that we want to regress for example a certain autoregressive
> model using SVM. We have our data and also some fixed kernels in
> libSVM behinde e1071 in front. The question: Where can we insert our
> certain autoregressive model ? During creating data frame ?

Yes, I think.

> Or perhaps we can make a
> relationship between our variables ended to desired autoregressive
> model ?

Gabor Grothendieck's `dyn` package provides support for the use of general regression functions for time series analysis, and we are currently struggling to integrate the e1071 interface into that framework (but nothing is ready so far). Is it that kind of support you have been looking for?

Cheers,
David

>
> Thanks a lot for your help.
> Amir Safari
>
>
>
>
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-- 
Dr. David Meyer
Department of Information Systems and Operations

Vienna University of Economics and Business Administration
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Received on Fri Aug 12 20:32:55 2005

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