Association mining of dependency between time series using Genetic Algorithm and discretisation

  • Authors:
  • Mourad Ykhlef

  • Affiliations:
  • Department of Information Systems, College of Computer and Information Sciences, King Saud University, Riyadh, Kingdom of Saudi Arabia

  • Venue:
  • International Journal of Business Intelligence and Data Mining
  • Year:
  • 2011

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Abstract

Association rule mining is one of the most popular data-mining techniques used to find associations existing between a set of objects or data. A time series is a sequence of observations stamped over the time; Time-series analysis has been used in a variety of applications like: business and health. The application of association mining to time series is very promising. The purpose of this article is to propose a new fast algorithm to discover the association that can exist between two time series. We use discretisation to segment time series to a number of shapes, and we classify these shapes to pre-defined shape classes to generate association rules using Genetic Algorithm (GA).