A paper deals with application of stochastic methods for dynamic neural network training. The considered network is composed of dynamic neurons, which contain inner feedbacks. This network can be used as a part of a fault diagnosis system to generate residuals. Up-to-date training algorithms, based on the classical back propagation, suffer from entrapment in local minima of an error function. Two stochastic algorithms are tested as training algorithms to overcome these difficulties. Efficiency of the proposed learning methods is checked using data recorded at Lublin Sugar Factory, Poland.