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