How to insert a certain model in SVM regarding to fixed kernels

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 at 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

--
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/