{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,25]],"date-time":"2025-10-25T12:13:28Z","timestamp":1761394408845},"publisher-location":"Berlin, Heidelberg","reference-count":19,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783642449482"},{"type":"electronic","value":"9783642449499"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2013]]},"DOI":"10.1007\/978-3-642-44949-9_9","type":"book-chapter","created":{"date-parts":[[2013,11,27]],"date-time":"2013-11-27T08:33:49Z","timestamp":1385541229000},"page":"87-96","source":"Crossref","is-referenced-by-count":13,"title":["Unscented Kalman Filter for Noisy Multivariate Financial Time-Series Data"],"prefix":"10.1007","author":[{"given":"Said","family":"Jadid Abdulkadir","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Suet-Peng","family":"Yong","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","reference":[{"issue":"3-4","key":"9_CR1","doi-asserted-by":"publisher","first-page":"473","DOI":"10.1007\/s10584-010-9945-z","volume":"104","author":"I. Scher","year":"2011","unstructured":"Scher, I., Koomey, J.G.: Is accurate forecasting of economic systems possible? Climatic Change\u00a0104(3-4), 473\u2013479 (2011)","journal-title":"Climatic Change"},{"key":"9_CR2","doi-asserted-by":"publisher","first-page":"5932","DOI":"10.1016\/j.eswa.2008.07.006","volume":"36","author":"P.V.K.S. Atsalakis George","year":"2009","unstructured":"Atsalakis George, P.V.K.S.: Surveying stock market forecasting techniques Part II: soft computing methods. Experts Systems Applications\u00a036, 5932\u20135941 (2009)","journal-title":"Experts Systems Applications"},{"key":"9_CR3","doi-asserted-by":"publisher","first-page":"371","DOI":"10.1016\/j.knosys.2005.11.015","volume":"19","author":"N. O\u2019Connor","year":"2006","unstructured":"O\u2019Connor, N., Madden, M.G.: A neural network approach to predicting stock exchange movements using external factors. Knowledge-Based Systems\u00a019, 371\u2013378 (2006)","journal-title":"Knowledge-Based Systems"},{"key":"9_CR4","doi-asserted-by":"publisher","first-page":"10696","DOI":"10.1016\/j.eswa.2009.02.043","volume":"36","author":"G.S. Atsalakis","year":"2009","unstructured":"Atsalakis, G.S., Valavanis, K.P.: Forecasting stock market short-term trends using a neuro-fuzzy based methodology. Expert Systems with Applications\u00a036, 10696\u201310707 (2009)","journal-title":"Expert Systems with Applications"},{"key":"9_CR5","doi-asserted-by":"crossref","unstructured":"Abraham, A., et al.: Hybrid intelligent systems for stock market analysis. In: Computational Science-ICCS, pp. 337\u2013345 (2001)","DOI":"10.1007\/3-540-45718-6_38"},{"key":"9_CR6","doi-asserted-by":"crossref","unstructured":"Box, G.E., Jenkins, G.M., Reinsel, G.C.: Time series analysis: forecasting and control. Wiley.com (2013)","DOI":"10.1057\/9781137291264_6"},{"key":"9_CR7","doi-asserted-by":"crossref","unstructured":"Little, M.A., Jones, N.S.: Signal processing for molecular and cellular biological physics: an emerging field. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 371\u2013384 (2013)","DOI":"10.1098\/rsta.2011.0546"},{"key":"9_CR8","doi-asserted-by":"crossref","unstructured":"Di Salvo, R., et al.: Multivariate time series clustering on geophysical data recorded at Mt. Etna from 1996 to 2003. Journal of Volcanology and Geothermal Research, 65\u201374 (2013)","DOI":"10.1016\/j.jvolgeores.2012.02.007"},{"issue":"6","key":"9_CR9","doi-asserted-by":"publisher","first-page":"1384","DOI":"10.1080\/02664763.2013.767416","volume":"40","author":"Tiwari","year":"2013","unstructured":"Tiwari, Kumar, A.: Economic time series. Journal of Applied Statistics\u00a040(6), 1384\u20131385 (2013)","journal-title":"Journal of Applied Statistics"},{"issue":"2","key":"9_CR10","doi-asserted-by":"publisher","first-page":"199","DOI":"10.7763\/IJESD.2012.V3.215","volume":"3","author":"S.J. Abdulkadir","year":"2012","unstructured":"Abdulkadir, S.J., et al.: Moisture Prediction in Maize using Three Term Back Propagation Neural Network. International Journal of Environmental Science and Development\u00a03(2), 199\u2013204 (2012)","journal-title":"International Journal of Environmental Science and Development"},{"key":"9_CR11","unstructured":"Tsai, J.-F., et al.: Electroencephalography when meditation advances: a case-based time-series analysis. Cognitive Processing, pp. 1\u20136 (2013)"},{"key":"9_CR12","doi-asserted-by":"publisher","first-page":"361","DOI":"10.1016\/S0925-2312(02)00597-0","volume":"51","author":"L. Ma","year":"2003","unstructured":"Ma, L., Khorasani, K.: A new strategy for adaptively constructing multilayer feedforward neural networks. Neurocomputing\u00a051, 361\u2013385 (2003)","journal-title":"Neurocomputing"},{"key":"9_CR13","unstructured":"De Oliveira, J.V., Pedrycz, W.: Advances in fuzzy clustering and its applications. Wiley Online Library (2007)"},{"key":"9_CR14","doi-asserted-by":"publisher","first-page":"219","DOI":"10.1016\/j.ins.2004.10.005","volume":"174","author":"Y. Chen","year":"2005","unstructured":"Chen, Y., et al.: Time-series forecasting using flexible neural tree model. Information Sciences\u00a0174, 219\u2013235 (2005)","journal-title":"Information Sciences"},{"key":"9_CR15","doi-asserted-by":"publisher","first-page":"3871","DOI":"10.1016\/j.csda.2006.03.003","volume":"51","author":"F. Giordano","year":"2007","unstructured":"Giordano, F., et al.: Forecasting non-linear time series with neural network sieve bootstrap. Computational Statistics and Data Analysis\u00a051, 3871\u20133884 (2007)","journal-title":"Computational Statistics and Data Analysis"},{"key":"9_CR16","doi-asserted-by":"crossref","unstructured":"Chu, J.L., et al.: Seasonal forecast for local precipitation over northern Taiwan using statistical downscaling. J. Geophys. Res.\u00a0113, D12118 (2008)","DOI":"10.1029\/2007JD009424"},{"issue":"3","key":"9_CR17","doi-asserted-by":"publisher","first-page":"1255","DOI":"10.1007\/s11069-011-9907-4","volume":"60","author":"J.-W. Lin","year":"2012","unstructured":"Lin, J.-W., Chen, C.-W., Peng, C.-Y.: Kalman filter decision systems for debris flow hazard assessment. Natural Hazards\u00a060(3), 1255\u20131266 (2012)","journal-title":"Natural Hazards"},{"key":"9_CR18","doi-asserted-by":"crossref","unstructured":"Li, L., Xia, Y.: Stochastic stability of the unscented Kalman filter with intermittent observations. Automatica, 978\u2013981 (2012)","DOI":"10.1016\/j.automatica.2012.02.014"},{"issue":"11","key":"9_CR19","doi-asserted-by":"publisher","first-page":"623","DOI":"10.1109\/LSP.2011.2166259","volume":"18","author":"D.H. Dini","year":"2011","unstructured":"Dini, D.H., Mandic, D.P., Julier, S.J.: A widely linear complex unscented Kalman filter. IEEE Signal Processing Letters\u00a018(11), 623\u2013626 (2011)","journal-title":"IEEE Signal Processing Letters"}],"container-title":["Lecture Notes in Computer Science","Multi-disciplinary Trends in Artificial Intelligence"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-44949-9_9","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,24]],"date-time":"2019-05-24T21:50:51Z","timestamp":1558734651000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-44949-9_9"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013]]},"ISBN":["9783642449482","9783642449499"],"references-count":19,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-44949-9_9","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2013]]}}}