{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,4]],"date-time":"2022-04-04T12:57:57Z","timestamp":1649077077406},"reference-count":19,"publisher":"Springer Science and Business Media LLC","issue":"10","license":[{"start":{"date-parts":[[2020,1,24]],"date-time":"2020-01-24T00:00:00Z","timestamp":1579824000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2020,1,24]],"date-time":"2020-01-24T00:00:00Z","timestamp":1579824000000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Neural Comput & Applic"],"published-print":{"date-parts":[[2020,5]]},"DOI":"10.1007\/s00521-020-04706-z","type":"journal-article","created":{"date-parts":[[2020,1,24]],"date-time":"2020-01-24T16:04:20Z","timestamp":1579881860000},"page":"5315-5327","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Application of improved adaptive Kalman filter in China\u2019s interest rate market"],"prefix":"10.1007","volume":"32","author":[{"given":"Qisong","family":"Zhang","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xuebiao","family":"Wang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xin","family":"Zhou","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Qian","family":"Chen","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2020,1,24]]},"reference":[{"key":"4706_CR1","first-page":"409","volume":"20","author":"X Zhang","year":"2012","unstructured":"Zhang X, Guo J (2012) Macroeconomic factors and their mechanism for moving SHIBOR interest rate term structure. Chin J Manag Sci 20:409\u2013416","journal-title":"Chin J Manag Sci"},{"key":"4706_CR2","first-page":"97","volume":"8","author":"H Li","year":"2012","unstructured":"Li H (2012) The predictive role of forward interest rate in term structure of interest rate\u2014test of expectation hypothesis modified by term premium. J Financ Res 8:97\u2013110","journal-title":"J Financ Res"},{"key":"4706_CR3","doi-asserted-by":"publisher","first-page":"118","DOI":"10.1016\/j.ememar.2016.05.001","volume":"27","author":"S Sowmya","year":"2016","unstructured":"Sowmya S, Prasanna K, Bhaduri S (2016) Linkages in the term structure of interest rates across sovereign bond markets. Emerg Mark Rev 27:118\u2013139","journal-title":"Emerg Mark Rev"},{"key":"4706_CR4","first-page":"217","volume":"35","author":"H Auvinen","year":"2009","unstructured":"Auvinen H, Bardsley JM, Haario H, Kauranne T (2009) Large-scale Kalman filtering using the limited memory BFGS method. Electron Trans Numer Anal 35:217\u2013233","journal-title":"Electron Trans Numer Anal"},{"key":"4706_CR5","doi-asserted-by":"publisher","first-page":"895","DOI":"10.1109\/9.384225","volume":"40","author":"P Park","year":"1995","unstructured":"Park P, Kailath T (1995) New square-root algorithms for Kalman filtering. IEEE Trans Autom Control 40:895\u2013899","journal-title":"IEEE Trans Autom Control"},{"issue":"5","key":"4706_CR6","first-page":"838","volume":"40","author":"Y Zhang","year":"2014","unstructured":"Zhang Y, Huang Y, Wu Z et al (2014) A high order unscented Kalman filtering method. ACTA Autom Sin 40(5):838\u2013848","journal-title":"ACTA Autom Sin"},{"issue":"9","key":"4706_CR7","doi-asserted-by":"publisher","first-page":"4380","DOI":"10.1007\/s00034-019-01053-w","volume":"38","author":"D Xu","year":"2019","unstructured":"Xu D, Wu Z, Huang Y (2019) A new adaptive Kalman filter with inaccurate noise statistics. Circuits Syst Signal Process 38(9):4380\u20134404","journal-title":"Circuits Syst Signal Process"},{"key":"4706_CR8","doi-asserted-by":"publisher","DOI":"10.1016\/j.ast.2019.105527","author":"V Pesce","year":"2020","unstructured":"Pesce V, Silvestrini S, Lavagna M (2020) Radial basis function neural network aided adaptive extended Kalman filter for spacecraft relative navigation. Aerosp Sci Technol. https:\/\/doi.org\/10.1016\/j.ast.2019.105527","journal-title":"Aerosp Sci Technol"},{"key":"4706_CR9","doi-asserted-by":"publisher","DOI":"10.1016\/j.comnet.2019.106864","author":"Z Bobai","year":"2019","unstructured":"Bobai Z, Dali Z, Tong X et al (2019) Convolutional neural network and dual-factor enhanced variational Bayes adaptive Kalman filter based indoor localization with Wi-Fi. Comput Netw. https:\/\/doi.org\/10.1016\/j.comnet.2019.106864","journal-title":"Comput Netw"},{"key":"4706_CR10","doi-asserted-by":"publisher","first-page":"473","DOI":"10.1086\/296409","volume":"60","author":"CR Nelson","year":"1987","unstructured":"Nelson CR, Siegel AF (1987) Parsimonious modeling of yield curves. J Bus 60:473\u2013489","journal-title":"J Bus"},{"key":"4706_CR11","doi-asserted-by":"publisher","first-page":"337","DOI":"10.1016\/j.jeconom.2005.03.005","volume":"130","author":"FX Diebold","year":"2006","unstructured":"Diebold FX, Li C (2006) Forecasting the term structure of government bond yields. J Econom 130:337\u2013364","journal-title":"J Econom"},{"key":"4706_CR12","doi-asserted-by":"publisher","first-page":"379","DOI":"10.1111\/j.1467-9965.1996.tb00123.x","volume":"6","author":"D Duffie","year":"1996","unstructured":"Duffie D, Kan R (1996) A yield-factor model of interest rates. Math Finance 6:379\u2013406","journal-title":"Math Finance"},{"key":"4706_CR13","doi-asserted-by":"publisher","first-page":"1943","DOI":"10.1111\/0022-1082.00278","volume":"55","author":"Q Dai","year":"2000","unstructured":"Dai Q, Singleton KJ (2000) Specification analysis of affine term structure models. J Finance 55:1943\u20131978","journal-title":"J Finance"},{"key":"4706_CR14","doi-asserted-by":"publisher","first-page":"C33","DOI":"10.1111\/j.1368-423X.2008.00267.x","volume":"12","author":"JHE Christensen","year":"2009","unstructured":"Christensen JHE, Diebold FX, Rudebusch GD (2009) An arbitrage-free generalized Nelson\u2013Siegel term structure model. Econom J 12:C33\u2013C64","journal-title":"Econom J"},{"key":"4706_CR15","doi-asserted-by":"publisher","first-page":"405","DOI":"10.1111\/1540-6261.00426","volume":"57","author":"GR Duffee","year":"2002","unstructured":"Duffee GR (2002) Term premia and interest rate forecasts in affine models. J Finance 57:405\u2013443","journal-title":"J Finance"},{"issue":"12","key":"4706_CR16","doi-asserted-by":"publisher","first-page":"2695","DOI":"10.1016\/j.jbankfin.2008.07.003","volume":"32","author":"C Almeida","year":"2008","unstructured":"Almeida C, Vicente J (2008) The role of no-arbitrage on forecasting: lessons from a parametric term structure model. J Bank Finance 32(12):2695\u20132705","journal-title":"J Bank Finance"},{"key":"4706_CR17","doi-asserted-by":"publisher","first-page":"693","DOI":"10.1109\/TAC.1972.1100100","volume":"5","author":"R Mehra","year":"1972","unstructured":"Mehra R (1972) Approaches to adaptive filtering. IEEE Trans Autom Control 5:693\u2013698","journal-title":"IEEE Trans Autom Control"},{"issue":"6","key":"4706_CR18","first-page":"18","volume":"20","author":"Z Tan","year":"2012","unstructured":"Tan Z, Huo L (2012) Empirical analysis of arbitrage-free Nelson\u2013Siegel model in Chinese treasury security market. Chin J Manag Sci 20(6):18\u201327","journal-title":"Chin J Manag Sci"},{"key":"4706_CR19","doi-asserted-by":"publisher","first-page":"4","DOI":"10.1016\/j.jeconom.2011.02.011","volume":"164","author":"JHE Christensen","year":"2011","unstructured":"Christensen JHE, Diebold FX, Rudebusch GD (2011) The affine arbitrage-free class of Nelson\u2013Siegel term structure models. J Econom 164:4\u201320","journal-title":"J Econom"}],"container-title":["Neural Computing and Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00521-020-04706-z.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s00521-020-04706-z\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00521-020-04706-z.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,1,23]],"date-time":"2021-01-23T00:44:43Z","timestamp":1611362683000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s00521-020-04706-z"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,1,24]]},"references-count":19,"journal-issue":{"issue":"10","published-print":{"date-parts":[[2020,5]]}},"alternative-id":["4706"],"URL":"https:\/\/doi.org\/10.1007\/s00521-020-04706-z","relation":{},"ISSN":["0941-0643","1433-3058"],"issn-type":[{"value":"0941-0643","type":"print"},{"value":"1433-3058","type":"electronic"}],"subject":[],"published":{"date-parts":[[2020,1,24]]},"assertion":[{"value":"13 October 2019","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"7 January 2020","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"24 January 2020","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}