Dear David, Dear Gabor , Dear All, Many thanks for your reply and informative emails. Actually I think it is difficult to define for example a regression model within a SVM framework theoretically and experimentaly. What we have to do is that we work on input data to construct model befor entering data into SVM. This procedure ( building a certain model) can be viewed as a preprocessing of data and or model building. Doesn't it? Parametric models are basically rejected, because SVM learns only nonparametric ones. I would be very appreciated again if I have any correction or guidance. Have a fun, Amir <[EMAIL PROTECTED]> wrote: On 8/12/05, Gabor Grothendieck wrote: > 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$svm(y ~ lag(y))
The above statement should have been y.svm <- dyn$svm(y ~ lag(y,-1)) since we want to bring the previous value of y forward so that it is being used to predict y (rather than predicting y by bringing the future value of y backward). In R positive values for the lag move the series backward and negative values move it forward. > yp <- predict(y.svm) > ts.plot(y, yp, col = 1:2) > > On 8/12/05, David Meyer 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!? > > > 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 > > > __________________________________________________ [[alternative HTML version deleted]] ______________________________________________ [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
