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JMP (pronounced "jump" [1]) is a suite of computer programs for statistical analysis and machine learning developed by JMP, a subsidiary of SAS Institute.The program was launched in 1989 to take advantage of the graphical user interface introduced by the Macintosh operating systems.
Exponential smoothing or exponential moving average (EMA) is a rule of thumb technique for smoothing time series data using the exponential window function.Whereas in the simple moving average the past observations are weighted equally, exponential functions are used to assign exponentially decreasing weights over time.
One reason that the model remains popular, is that the "standard" Root-finding algorithms—such as Newton's method (the secant method) or bisection—are very easily applied to the calibration. [6] Relatedly, the model was originally described in algorithmic language, and not using stochastic calculus or martingales. [7]
The BIC is formally defined as [3] [a] = (^). where ^ = the maximized value of the likelihood function of the model , i.e. ^ = (^,), where ^ are the parameter values that maximize the likelihood function and is the observed data;
A basic tool for econometrics is the multiple linear regression model. [8] Econometric theory uses statistical theory and mathematical statistics to evaluate and develop econometric methods. [9] [10] Econometricians try to find estimators that have desirable statistical properties including unbiasedness, efficiency, and consistency.
The Longley–Rice model (LR) is a radio propagation model: a method for predicting the attenuation of radio signals for a telecommunication link in the frequency range of 40 MHz to 100 GHz. [ 1 ] Longley-Rice is also known as the irregular terrain model (ITM).
Its original application in physics was as a model for the velocity of a massive Brownian particle under the influence of friction. It is named after Leonard Ornstein and George Eugene Uhlenbeck . The Ornstein–Uhlenbeck process is a stationary Gauss–Markov process , which means that it is a Gaussian process , a Markov process , and is ...
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