In this study, we propose the new filter bank that is adaptive filter bank using neural networks in time domain. Also, we proposed a new filter neuron as neuron with filter window, the structure and algorithm for filter banks. The performance of neural filter banks is shown from two examples. It show characteristics the simple structure and higher speed processing than traditional methods (filter banks in frequency domain, etc.). In many applications, the proposed method will provide the high performance to features detection of signals in time domain.