replacing deprecated "squared": False from mean_squared_error #5203

Job	Run time
lint	5m 33s
docs	12m 35s
tests (macos-13, 3.9, all)	30m 10s
check-examples (03-FFT-examples.ipynb)	3m 17s
tests (ubuntu-latest, 3.9, all)	29m 17s
check-examples (04-RNN-examples.ipynb)	7m 8s
check-examples (00-quickstart.ipynb)	7m 10s
check-examples (02-data-processing.ipynb)	3m 33s
check-examples (01-multi-time-series-and-covariates.ipynb)	9m 23s
	1h 48m 6s

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