I have an interesting time series dataset. I have monthly data and I would like to forecast the next 12 months of data points. I know the dates at which the dependent variable 'may' change up or down (i.e. the changepoints). One such example excerpt of my dataset is shown below.
My question is, how can I go about forecasting the next 12 months? I initially tried some other time series methods (e.g. prophet) but that resulted in some very strange, erratic forecasts and this seems like there should be a 'better' approach but my initial investigations have come up short. Any recommendations would be appreciated.