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SVDL filtering is demonstrated as a basis for constructing a multi-layered polynomial neural network by \\textit{J. H. W. Penm} et al. [J. Time Ser. Anal. 21, No. 4, 389--412 (2000; Zbl 0974.62073)]. The new proposed time update recursions allow users to update SVDL filters at consecutive time instants, and can show evolutionary changes detected in filter structures.   With this new approach we are able to more effectively analyse complex relationships where the relevant financial time series have been generated from structures subject to evolutionary changes in their environment. An illustration of these procedures is presented to examine the integration between the Australian and the Japanese bond markets, and the USA and the UK bond markets, changed over the period. 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