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: Sat 13 Aug 2005 - 04:40:05 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.

Yes, the fitted values / residuals can be extracted from the trained model. The 'newdata' argument of predict() is not functional yet for time series.

Cheers,
David

> 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
> > Augasse 2-6, A-1090 Wien, Austria, Europe
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> >
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>

-- 
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/

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Received on Sat Aug 13 02:48:32 2005

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