The objective of this study was to investigate the feasibility of physiological metrics such as ECG-derived heart rate and EEG-derived cognitive workload and engagement as potential predictors of performance on different training tasks. An unsupervised approach based on self-organizing neural network (NN) was utilized to model cognitive state changes over time. The feature vector comprised EEG-engagement, EEG-workload, and heart rate metrics, all self-normalized to account for individual differences. During the competitive training process, a linear topology was developed where the feature vectors similar to each other activated the same NN nodes. The NN model was trained and auto-validated on combat marksmanship training data from 51 participants that were required to make “deadly force decisions” in challenging combat scenarios. The trained NN model was cross validated using 10-fold cross-validation. It was also validated on a golf study in which additional 22 participants were asked to complete 10 sessions of 10 putts each. Temporal sequences of the activated nodes for both studies followed the same pattern of changes, demonstrating the generalization capabilities of the approach. Most node transition changes were local, but important events typically caused significant changes in the physiological metrics, as evidenced by larger state changes. This was investigated by calculating a transition score as the sum of subsequent state transitions between the activated NN nodes. Correlation analysis demonstrated statistically significant correlations between the transition scores and subjects’ performances in both studies. This paper explored the hypothesis that temporal sequences of physiological changes comprise the discriminative patterns for performance prediction. These physiological markers could be utilized in future training improvement systems (e.g., through neurofeedback), and applied across a variety of training environments.