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In this paper we present an application of the Support Vector Regression algorithm (SVMr) to the prediction of hourly ozone values in Madrid urban area. In order to improve the training capacity of SVMrs, we have used a recently proposed approach, based on reductions of the SVMr hyper-parameters search space. Using the modified SVMr, we study different influences which may modify the ozone prediction, such as previous ozone measurements in a given station, measurements in neighbors stations, and the influence of meteorologic variables. We use statistical tests to verify the significance of incorporating different variables into the SVMr. A comparison with the results obtained using a neural network (multi-layer perceptron) is also carried out. This study has been carried out in 5 different stations of the air pollution monitoring network of Madrid, so the conclusions raised are backed by real data. The final result …