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The total mean-square error (MSE) of the estimated model, defined as the sum of the standard model variance and the bias variance, is used to define the truncation level of the singular-value decomposition to give a reasonable balance between model resolution and model variance. This balance is determined largely by the data and no further assumptions are necessary except that the bias terms are estimated...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.