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I have set of time series data tuples: {$(1,22), (2, 25), (3, 18), (4, 26), ...$ so on}

I want to estimate $Y_{t+1}$ using support vector machine regression technique. I have found numerous publications that mostly refer to Smola's paper. I want to understand the technique to implement it in my programming.

There are numerous examples available for simple regression techniques, but is there any simple example available that solves the problem of finding regression with support vector machine on a given data set using the equations and also shows the steps?

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I suggest you to try the standard package LIBSVM. Besides classification, you can also solve for regression problems.

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A quick tutorial on SVM regression can be found here: http://kernelsvm.tripod.com/

Also if you are using Python the MLPy library is known to implement SVM regression functionalities. Search for SVR in the following page:

http://mlpy.sourceforge.net/

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