"trainNetwork" says invalid training data

I am new to neural netwroks. I have succeeded in training a shallow neural network using input data of 500*5 dimension that is each of 500 data points has 5 features to predict Y values (regression). I used-

net = train(net,X,Y); for shallow training which worked just fine.

But now when I am trying to train using deep learning with "trainNetwork" like this-

net = trainNetwork(X,Y,layers,options); MATLAB throws an error like this-

Invalid training data. Predictors must be a N-by-1 cell array of sequences, where N is the number of sequences. All sequences must have the same feature dimension and at least one time step.

Where am I going wrong? In each case I have passed input X as 500*5 double and output Y as column vector