A Novel Data Mining Framework for Discovering Association Rules in Multivariate Time Series
Shengwei Wang, Jianhua Lyu, Baili Zhang · 2024
As a significant field within data mining, association rule mining plays a pivotal role in unveiling relationships between items within a dataset. Existing approaches in multivariate time series (MTS) association rule mining primarily emphasize the generation of association rules by combining features from different variables, but neglect to adequately consider the temporal relationship between these features and ignore the trend information of variables, resulting in an incomplete capture of the essential characteristics inherent in MTS data. In this paper, we introduce a novel framework for association rule mining in multivariate time series. First, we discretize the multivariate time series into the symbolic sequence using trend-based symbolic aggregate approximation(TSAX). Then, a rule mining method is introduced to discover association rules that consider the temporal relationship among symbols of different variables. The results of experiments demonstrate the discovery of significant rules within the “Weather&Traffic” dataset which gives the traffic conditions in France depending on the weather. Further, we also provide the outcomes of the sensitivity analysis conducted on our method, illustrating that significant rules can be mined by adjusting the parameters of TSAX to different settings. The experimental results highlight the utility of our proposed framework in discovering temporal association rules within multivariate time series datasets.