Support Vector Regression

[PeterF]

Hello,

I read recently some papers (or at least abstracts), which came to the conclusion that support vector regressions would lead to better forecasts of time series than ARIMA or neural network models. One example is Cao, Lijuan and Tay, Francis E.H., Financial Forecasting Using Support Vector Machines", Neural Computing and Application, Springer 2001, p- 184 - 192, which could be downloaded at https://www.svms.org/finance/CaoTay2001.pdf. This paper contains also a section describing support vector machines. Is some code available,to estimate support vector regressions and use them for forecasting in RATS?

I know that packages for support vector regressions are available in R, however, I would prefer to use also RATS for this task. Any help is highly appreciated.

Best regards
Peter