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

David Meyer david.meyer at wu-wien.ac.at
Fri Aug 12 14:28:35 CEST 2005


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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