Anyone's got a quick short educational example how to use neural networks (`nnet` in R for example) for the purpose of prediction? 

Here is an example, in R, of a time series

```
T <- seq(0,20,length=200)
Y <- 1 + 3*cos(4*T+2) +.2*T^2 + rnorm(200)
plot(T,Y,type="l")

```

This just an example but what I have is jumpy-seasonal data.