Boosted Decision Trees - Is That a Good Place to Start?

If you've got a sufficiently flexible model it ought to be able to learn that regime shift. Shapley values are probably the, the best thing I love shop, Shapley values. You can use them to visualize even interactions of features and so understanding the role that any given feature in your ex-tubus model is having. It's important with interacted with time component can help you spot sensitivity to these kinds of shocks and changes.