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

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Fri 12 Aug 2005 - 22:02:19 EST

David, Please correct me if I am wrong but I think svm partially works with dyn although I don't remember what the specific limitations were. Its possible that what works already is enough for Amir. For example,

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
> >
> >
> >
> >
> > __________________________________________________
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>
> --
> Dr. David Meyer
> Department of Information Systems and Operations
>
> Vienna University of Economics and Business Administration
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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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