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The modeling of the energy storage system (ESS) of a Hybrid Electric Vehicle (HEV) poses a considerable challenge. The problem is not amenable to physical modeling without simplifying assumptions that compromise the accuracy of such models. An alternative is to build conventional empirical models. Such models, however, are time-consuming to build and are data-intensive. In this paper, we demonstrate the application of an artificial neural network (ANN) to modeling the ESS. The model maps the system's state-of-charge (SOC) and the vehicle's power requirement to the bus voltage and current. We show that ANN models can accurately capture the complex, non-linear correlations accurately. Further, we propose and deploy our new technique, Smart Select, for designing ANN training data.