How do we apply the RMSE metric on ticks. Can you provide a real example on how the metric works?
It’s a different format than normal. Here’s how to think about the processing of the tick feature:
Each set of ticks for a graph are converted to a single delta value for the x-axis and single value for the y-axis.
The Root Mean Squared Error (RMSE) scoring algorithm is defined like so:
Given a set of scorable fields a and b, define the RMSE score for a single row as:
((a’ - a)^2 + (b’ - b)^2)^(1/2)
For the total score, we sum the RMSE errors for all rows and columns.
Does that answer your question?
Does the delta value here means, difference between successive ticks?
That is correct, difference between successive ticks.