From: Gabor Grothendieck <ggrothendieck_at_gmail.com>

Date: Fri 12 Aug 2005 - 22:02:19 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Aug 12 22:09:56 2005

Date: Fri 12 Aug 2005 - 22:02:19 EST

library(e1071)

library(dyn)

set.seed(1)

y <- ts(rnorm(100))

y.svm <- dyn$svm(y ~ lag(y))

yp <- predict(y.svm)

ts.plot(y, yp, col = 1:2)

On 8/12/05, David Meyer <david.meyer@wu-wien.ac.at> wrote:

> 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
**> >
**> >
**> >
**> >
**> > __________________________________________________
**> > Do You Yahoo!?
**> > Tired of spam? Yahoo! Mail has the best spam protection around
**> > http://mail.yahoo.com
**>
**>
**> --
**> Dr. David Meyer
**> Department of Information Systems and Operations
**>
**> Vienna University of Economics and Business Administration
**> Augasse 2-6, A-1090 Wien, Austria, Europe
**> Fax: +43-1-313 36x746
**> Tel: +43-1-313 36x4393
**> HP: http://wi.wu-wien.ac.at/~meyer/
**>
**> ______________________________________________
**> R-help@stat.math.ethz.ch mailing list
**> https://stat.ethz.ch/mailman/listinfo/r-help
**> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
**>
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R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Aug 12 22:09:56 2005

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