I've created a neural network to model a certain (simple) input-output relationship. When I look at the time-series responses plot using the nntrain gui the predictions seem quite adequate, however, when I try to do out of sample prediction the results are nowhere close to the function being modelled.

I've googled this problem extensively and messed around with my code to no avail, I'd really appreciate a little insight into what I've been doing wrong.

I've included a minimal working example below.

```
 A = 1:1000;  B = 10000*sin(A); C = A.^2  +B;
 Set = [A' B' C'];
 input = Set(:,1:end-1);
 target = Set(:,end);
 inputSeries = tonndata(input(1:700,:),false,false);
 targetSeries = tonndata(target(1:700,:),false,false);

 inputSeriesVal = tonndata(input(701:end,:),false,false);
 targetSeriesVal = tonndata(target(701:end,:),false,false);

 inputDelays = 1:2;
 feedbackDelays = 1:2;
 hiddenLayerSize = 5;
 net = narxnet(inputDelays,feedbackDelays,hiddenLayerSize);

[inputs,inputStates,layerStates,targets] = preparets(net,inputSeries,{},targetSeries);
net.divideFcn = 'divideblock';  % Divide data in blocks
net.divideMode = 'time';  % Divide up every value

 % Train the Network
[net,tr] = train(net,inputs,targets,inputStates,layerStates);
Y = net(inputs,inputStates,layerStates); 

 % Prediction Attempt
delay=length(inputDelays); N=300;
inputSeriesPred  = [inputSeries(end-delay+1:end),inputSeriesVal];
targetSeriesPred = [targetSeries(end-delay+1:end), con2seq(nan(1,N))];
netc = closeloop(net);
[Xs,Xi,Ai,Ts] = preparets(netc,inputSeriesPred,{},targetSeriesPred);
yPred = netc(Xs,Xi,Ai);
perf = perform(net,yPred,targetSeriesVal);

 figure;
plot([cell2mat(targetSeries),nan(1,N);
      nan(1,length(targetSeries)),cell2mat(yPred);
      nan(1,length(targetSeries)),cell2mat(targetSeriesVal)]')
legend('Original Targets','Network Predictions','Expected Outputs')
  end 

```

I realise narx net with a time delay is probably overkill for this type of problem but I intend on using this example as a base for a more complicated time-series problem in the future. 

Kind regards, James