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 <[EMAIL PROTECTED]> 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/ > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
