Hi Andriy,
There are some workaround to add a dropout in narxnet, you can add the dropout by defining a custom transfer function to one of the layer. Details on how to create a custom transfer function is show here in the link.
Another convenient way is to not use a shallow network but go for deep networks. There are some resources you can check, try this, once you implement this, you can simply add a dropout layer. I will prefer deep network way. It's more easy, reliable and conveninet to implement.
I hope this helps.
Cheers.
