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In this paper, we introduce a general modeling technique, called vector-quantized temporal associative memory (VQTAM), which uses Kohonen's self-organizing map (SOM) as an alternative to multilayer perceptron (MLP) and radial basis function (RBF) neural models for dynamical system identification and control. We demonstrate that the estimation errors decrease as the SOM training proceeds, allowing the VQTAM scheme to be understood as a self-supervised gradient-based error reduction method. The performance of the proposed approach is evaluated on a variety of complex tasks, namely: i) time series prediction; ii) identification of SISO/MIMO systems; and iii) nonlinear predictive control. For all tasks, the simulation results produced by the SOM are as accurate as those produced by the MLP network, and better than those produced by the RBF network. The SOM has also shown to be less sensitive to weight initialization than MLP networks. We conclude the paper by discussing the main properties of the VQTAM and their relationships to other well established methods for dynamical system identification. We also suggest directions for further work.