CODEWITHSUNDEEP
rsvmforecast
Fawwaz Yusran
Fawwaz Yusran

Reputation: 1480

SVM for data prediction in R

I'd like to use the 'e1071' library for fitting an SVM model. So far, I've made a model that creates a curve regression based on the data set. (take a look at the purple curve):

SVMs curve

However, I want the SVM model to "follow" the data, such that the prediction for each value is as close as possible to the actual data. I think this is possible because of this graph that shows how SVMs (model 2) model are similar to an ARIMA model (model 1):

ARIMA + svm

I tried changing the kernel to no avail. Any help will be much appreciated.

Upvotes: 0

Views: 166

Answers (1)

user2974951
user2974951

Reputation: 10375

Fine tuning a SVM classifier is no easy task. Have you considered other models? For ex. GAM's (generalized additive models)? These work well on very curvy data.

Upvotes: 1

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