I have a regression problem and I am in doubt about how I can calculate RMSE in my life-cycle.
I deal with time-series and for every prediction, I want to look N points in the future. It is apparent how to calculate RMSE for a single iteration. My question is how to calculate RMSE for N predictions of N points to get a meaningful prediction performance metric.
I guess, I can average RMSE of all iterations though as I said I am not sure at all if this would reflect actual performance.