Question: I'm trying to figure out how easy it is to do time-series prediction using a Neural Net. Encog seems to be the framework of choice but I Googled around and didn't see a Java time-series example anywhere using the latest version (or any 3.x). 

Does anyone have a good example I can see?

Bonus points if it is an example that shows predicting more than one inter-related value. i.e. I need to predict W,X,Y,Z based on the previous values of W,X,Y,Z.

Answer: 
Have you seen <https://github.com/encog/encog-java-core/downloads>? The example are using version 3.1 I believe.
From the Encog wiki, Encog Workbench Time-Series Example

<http://www.heatonresearch.com/wiki/Workbench_Time-Series_Example>

Predictive Neural Networks, with three videos.

<http://www.heatonresearch.com/wiki/NN_Session_10:_Predictive_Neural_Networks>