Discovery of Temporal Association Rules in Multivariate Time Series
2017 (English)In: INTERNATIONAL CONFERENCE ON MATHEMATICS, MODELLING AND SIMULATION TECHNOLOGIES AND APPLICATIONS (MMSTA 2017), DESTECH PUBLICATIONS, INC , 2017, p. 294-300Conference paper, Published paper (Refereed)
Abstract [en]
This paper focuses on mining association rules in multivariate time series. Common association rule mining algorithms can only be applied to transactional data, and a typical application is market basket analysis. If we want to apply these algorithms on time-series data, changes need to be made. During temporal association rule mining, the natural temporal ordering of data and the temporal interval between the left and right patterns of a rule need to be considered. This paper reviews some methods for temporal association rule mining, and proposes two similar algorithms for the mining of frequent patterns in single and multivariate time series, both scalable and efficient. The pattern pruning and clustering is applied to reduce the number of patterns found. Temporal association rules are generated from the patterns found. Finally, the scalability and efficiency of the algorithms are demonstrated by evaluating it and comparing it to another similar work.
Place, publisher, year, edition, pages
DESTECH PUBLICATIONS, INC , 2017. p. 294-300
Series
DEStech Transactions on Computer Science and Engineering, ISSN 2475-8841 ; 215
Keywords [en]
Pattern discovery, Temporal association rule, Multivariate time series
National Category
Computer Sciences
Identifiers
URN: urn:nbn:se:miun:diva-39963ISI: 000466411000046ISBN: 978-1-60595-530-8 (print)OAI: oai:DiVA.org:miun-39963DiVA, id: diva2:1471056
Conference
International Conference on Mathematics, Modelling and Simulation Technologies and Applications (MMSTA), DEC 24-25, 2017, Xiamen, PEOPLES R CHINA
2020-09-282020-09-282020-09-28Bibliographically approved