Officers have released CCTV images of a man they want to trace in connection with the incident.
A woman was on board a train when she saw a man banging his hands on the train windows.
The man then exposed himself before running away.
Officers believe the man shown in the CCTV images may have information which could help them investigate.
The incident happened at around 6.30pm on May 15, but police only released details today. (June 15)
Anyone who can help is asked to contact British Transport Police by sending a text to 61016 or by calling 0800 40 50 40 quoting reference 549 of 15/05/2018.
Or call Crimestoppers anonymously on 0800 555 111.