| i | RMSEs for sparse grid integration | RMSEs for MCMC | ||||
Filtering, ht|t | Smoothing, ht|T | Prediction, ht+1|t | Filtering, ht|t | Smoothing, ht|T | Prediction, ht+1|t | ||
hi | 1 | 0.204 | 0.195 | 0.246 | 0.208 | 0.185 | 0.251 |
| 2 | 0.196 | 0.186 | 0.238 | 0.199 | 0.179 | 0.245 |
| 3 | 0.199 | 0.189 | 0.233 | 0.203 | 0.182 | 0.241 |