Mining Temporal Association Rules with Temporal Soft Sets

Xiaoyan Liu, Feng Feng, Qian Wang, Ronald R. Yager, Hamido Fujita, José Alcantud () and Firdous A. Shah

Journal of Mathematics, 2021, vol. 2021, 1-17

Abstract: Traditional association rule extraction may run into some difficulties due to ignoring the temporal aspect of the collected data. Particularly, it happens in many cases that some item sets are frequent during specific time periods, although they are not frequent in the whole data set. In this study, we make an effort to enhance conventional rule mining by introducing temporal soft sets. We define temporal granulation mappings to induce granular structures for temporal transaction data. Using this notion, we define temporal soft sets and their Q-clip soft sets to establish a novel framework for mining temporal association rules. A number of useful characterizations and results are obtained, including a necessary and sufficient condition for fast identification of strong temporal association rules. By combining temporal soft sets with NegNodeset-based frequent item set mining techniques, we develop the negFIN-based soft temporal association rule mining (negFIN-STARM) method to extract strong temporal association rules. Numerical experiments are conducted on commonly used data sets to show the feasibility of our approach. Moreover, comparative analysis demonstrates that the newly proposed method achieves higher execution efficiency than three well-known approaches in the literature.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jjmath:7303720

DOI: 10.1155/2021/7303720

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