This paper presents supervised learning methods of neural networks called bilinear neural networks with time delay (BNN). A BNN system was proposed to analyze a weak nonlinear model. In this paper, we propose supervised learning methods of BNN systems using discrete data and continuous curves of the data obtained by curve fitting. We introduce a method for fitting a finite Fourier series to discrete data and show that the fitted curve can be created as the output from a BNN system. By using this fitting method, we propose a method for determining the optimal values for the coefficients of all connections for each neuron in BNN systems.