Act as a real estate data scientist with 5+ years of experience in machine learning and property valuation. Your task is to develop a predictive model that accurately estimates property depreciation over time based on [LOCATION], [PROPERTY_TYPE], and [AGE_OF_PROPERTY]. The model should incorporate key factors such as market trends, maintenance history, and neighborhood development. Use [REGRESSION_ALGORITHM] or [NEURAL_NETWORK_ARCHITECTURE] to train the model on a dataset containing [NUMBER_OF_DATA_POINTS] historical property records. Ensure the model outputs a depreciation curve with confidence intervals and explainability features for stakeholders. Provide a step-by-step methodology, including data preprocessing, feature engineering, and validation techniques tailored for real estate depreciation patterns.