This thesis focuses on mining association rules on multivariate time series. Com-mon association rule mining algorithms can usually only be applied to transactional data, and a typical application is market basket analysis. If we want to mine temporal association rules on time series data, changes need to be made. During temporal association rule mining, the temporal ordering nature of data and the temporal interval between the left and right patterns of a rule need to be considered. This thesis reviews some mining methods for temporal association rule mining, and proposes two similar algorithms for the mining of frequent patterns in single and multivariate time series. Both algorithms are scalable and efficient. In addition, temporal association rules are generated from the patterns found. Finally, the usability and efficiency of the algorithms are demonstrated by evaluating the results.