Story highlights The officers are at least the second group of Afghan trainees gone missing recently

The three soldiers are Afghan officers, who arrived on September 11

U.S. military officials, police and state officials are searching for them

The National Guard says there is "no indication they pose any threat to the public"

Three Afghan National Army soldiers, who were in Massachusetts for training, have gone missing after a trip to a shopping mall, authorities said. It's the second time in a week that Afghan security trainees in the United States have disappeared.

The three soldiers do not appear to pose any threat to the public, the Massachusetts National Guard said.

Earlier this month, two Afghan police officers training with the DEA wandered off during a sightseeing trip to Georgetown, CNN affiliate WJLA reported.

They decided they wanted to stay in the United States, but authorities found them and sent them home.

The three men currently missing in Massachusetts are Afghanistan National Army Soldiers Maj. Jan Mohammad Arash, Cpt. Mohammad Nasir Askarzada, and Cpt. Noorullah Aminyar.

They arrived in the United States on September 11 for Exercise Regional Cooperation, an annual event, the guard said, and were quartered at Joint Base Cape Cod.

The three were reported missing by base security late Saturday and were last seen at a Cape Cod mall in Hyannis.

"Base and exercise officials are working with local police and state authorities to locate the three Afghans," the guard said.

Troops from six nations are participating in the exercise, which runs through Wednesday and will go on as scheduled, the guard said.

Roughly a dozen Afghan soldiers are still participating.