Deep learning models, such as convolutional neural networks (CNN), have been successfully applied in pattern recognition and system identification recent years. But for the cases of missing data and big noises, CNN does not work well for dynamic system modeling. In this paper, complex valued convolution neural network (CVCNN) is presented for modeling nonlinear systems with large uncertainties. Novel training methods are proposed for CVCNN. Comparisons with other classical neural networks are made to show the advantages of the proposed methods.