( CNN ) -- Three Afghan National Army soldiers , who were in Massachusetts for training , have gone missing after a trip to a shopping mall , authorities said . It 's the second time in a week that Afghan security trainees in the United States have disappeared . The three soldiers do not appear to pose any threat to the public , the Massachusetts National Guard said . Earlier this month , two Afghan police officers training with the DEA wandered off during a sightseeing trip to Georgetown , CNN affiliate WJLA reported . They decided they wanted to stay in the United States , but authorities found them and sent them home . The three men currently missing in Massachusetts are Afghanistan National Army Soldiers Maj. Jan Mohammad Arash , Cpt . Mohammad Nasir Askarzada , and Cpt . Noorullah Aminyar . They arrived in the United States on September 11 for Exercise Regional Cooperation , an annual event , the guard said , and were quartered at Joint Base Cape Cod . The three were reported missing by base security late Saturday and were last seen at a Cape Cod mall in Hyannis . `` Base and exercise officials are working with local police and state authorities to locate the three Afghans , '' the guard said . Troops from six nations are participating in the exercise , which runs through Wednesday and will go on as scheduled , the guard said . Roughly a dozen Afghan soldiers are still participating . CNN 's Dave Alsup contributed to this report .
NEW : The officers are at least the second group of Afghan trainees gone missing recently . The three soldiers are Afghan officers , who arrived on September 11 . U.S. military officials , police and state officials are searching for them . The National Guard says there is `` no indication they pose any threat to the public ''