Efficient mining of intertransaction association rules

Abstract

Most of the previous studies on mining association rules are on mining intratransaction associations, i.e., the associations among items within the same transaction. We extend the scope to include multidimensional, intertransaction associations. In a database of stock price information, an example of such an association is "if (company) A's stock goes up on day one, B's stock will go down on day two but go up on day four:" whether we treat company or day as the unit of transaction, the items belong to different transactions. Moreover, such an intertransaction association can be extended to associate multiple properties in the same rule, so that multidimensional intertransaction associations can also be defined and discovered. Mining intertransaction associations pose more challenges on efficient processing than mining intratransaction associations because the number of potential association rules is extremely large. We introduce the notion of intertransaction association rule and develop an efficient algorithm, FITI (first intra then inter), for mining intertransaction associations, which adopts two major ideas: 1) an intertransaction frequent itemset contains only the frequent itemsets of its corresponding intratransaction counterpart; and 2) a special data structure is built among intratransaction frequent itemsets for efficient mining of intertransaction frequent itemsets.