摘要：Problem statement: Classical association rules are mostly mining intra-transaction associations i.e., associations among items within the same transaction where the idea behind the transaction could be the items bought by the same customer on the same day. The goal of inter-transaction association rules is to represent the associations between various events found in different transactions. Approach: In this study, we break the barrier of transactions and extend the scope of mining association rules from traditional single-dimensional, intratransaction associations to N-Dimensional, inter-transaction associations. With the introduction of dimensional attributes, we lose the luxury of simple representational form of the classical association rules. Mining inter-transaction associations pose more challenges on efficient processing than mining intra-transaction associations because the number of potential association rules becomes extremely large after the boundary of transactions is broken. Results: Various tests also conducted using the data set collected from different Stock Exchange (SE).Various experimental results are reported by comparing with real life and synthetic datasets and we show the effectiveness of our work in generating rules and in finding acceptable set of rules under varying conditions. Conclusion/Recommendations: This study introduce the notion of N-Dimensional inter-transaction association rule, define its measurements: support and confidence and develop an efficient algorithm called Modified Apriori.
