Neonates are highly susceptible to seizures, often leading to short or long-term neurological impairments. However, clinical manifestations of neonatal seizures are subtle and often lead to misdiagnoses. This increases the risk of prolonged, untreated seizure activity and subsequent brain injury. Continuous video electroencephalogram (cEEG) monitoring is the gold standard for seizure detection. However, this is an expensive evaluation that requires expertise and time. In this study, we propose a convolutional neural network-based model for early prediction of neonatal seizures by distinguishing between interictal and preictal states of the EEG. Our model is patient-independent, enabling generalization across multiple subjects, and utilizes mel-frequency cepstral coefficient matrices extracted from multichannel EEG and electrocardiogram (ECG) signals as input features. Trained and validated on the Helsinki neonatal EEG dataset with 10-fold cross-validation, the proposed model achieved an average accuracy of 97.52%, sensitivity of 98.31%, specificity of 96.39%, and F1-score of 97.95%, enabling accurate seizure prediction up to 30 minutes before onset. The inclusion of ECG alongside EEG improved the F1-score by 1.42%, while the incorporation of an attention mechanism yielded an additional 0.5% improvement. To enhance transparency, we incorporated SHapley Additive exPlanations (SHAP) as an explainable artificial intelligence method to interpret the model and provided localization of seizure focus using scalp plots. The overall results demonstrate the model's potential for minimally supervised deployment in neonatal intensive care units, enabling timely and reliable prediction of neonatal seizures, while demonstrating strong generalization capability across unseen subjects through transfer learning.