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I am using tree-based methods for predictions, my series are such that they are usually high but then they slowly decrease to a lower level, I am giving the month and exogenous things as feature, but how would machine learning differentiate between pattern after some year, for example, pattern cj=hange occur after 2019. giving year as a feature in tree-based models runs into a problem also, when I predict new year, tree-based model would not have been trained on that new year so the problem would still persist.

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