Non-linear model with disturbance rejection. A method for training a non linear model for predicting an output parameter of a system is disclosed that operates in an environment having associated therewith slow varying and unmeasurable disturbances. An input layer is provided having a plurality of inputs and an output layer is provided having at least one output for providing the output parameter. A data set of historical data taken over a time line at periodic intervals is generated for use in training the model. The model is operable to map the input layer through a stored representation to the output layer. Training of the model involves training the stored representation on the historical data set to provide rejection of the disturbances in the stored representation.