Suppose I am using two different methods to perform regression, such as ARIMA (1) and a Neural Network (2), and I am using the RMSE and MAE metrics to measure accuracy. For method (1), I do not normalize the data, while for method (2) I do.
When I compute the accuracy metrics, will these be scaled differently, due to normalization? If so, do they need to be scaled back?
Thanks in advance.