Getting Started with Time Series Prediction

Hi,
I discovered Encog Framework time ago, and now I have some time to work with it. I'm starting with some tests.

I did the Workbench Time-Series Example and tried to make it work with the attachment data. This data come from the Emotiv EEG system and the columns represents the level of this emotions. Other columns indicates facial expressions or technical information about the device.

The obvious purpose is to predict future values of the five emotions.
The results have been bad, especially with long term prediction (naturally).

How can I make the best approach with this data? Or where can I find something similar to learn?

Thanks!