Remarkably, two sharp drops appear. One around 2012 and the other around 2014. Since both drops appeared in both series simultaneously at the same time, it raised suspicion. Turns out that values are calculated differently from 2012 until 2014 and from 2014 until 2016. It is the same feature, however, calculations from 2005 until 2012 differ from 2012 until 2014 which differ from 2014 until 2016. I want to predict the period of 2014 until 2016 and train/validate on the data of 2005 until 2014. These drops are problematic. I am not sure what transformation to use such that, these drops will be taken care of and I can train models.
I know about subtracting the mean of the period from the values within that period. I am sure there are multiple ways of doing a transformation. I am not confident which one to apply and how to justify.
Hopefully, light can be shed on this issue.