ANN with different results?!!!

I have trained ANN (for prediction)with 4years of daily data and also I trained ANN with separate years of daily data then compared my results with linear method.Interesting thing is that the results of ANN trained with 4 years compared with linear did not perform well but the results of running ANN with separate years gave me a good performance .I can't explain that why ????Any advice much would be appreciated.

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Preguntada:

el 22 de Sept. de 2016

Cerrada:

el 20 de Ag. de 2021

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