Incremental high average-utility itemset mining: survey and challenges

The High Average Utility Itemset Mining (HAUIM) technique, a variation of High Utility Itemset Mining (HUIM), uses the average utility of the itemsets. Historically, most HAUIM algorithms were designed for static databases. However, practical applications like market basket analysis and business decision-making necessitate regular updates of the database with new transactions. As a result, researchers have developed incremental HAUIM (iHAUIM) algorithms to identify HAUIs in a dynamically updated database. Contrary to conventional methods that begin from scratch, the iHAUIM algorithm facilitates incremental changes and outputs, thereby reducing the cost of discovery. This paper provides a comprehensive review of the state-of-the-art iHAUIM algorithms, analyzing their unique characteristics and advantages. First, we explain the concept of iHAUIM, providing formulas and real-world examples for a more in-depth understanding. Subsequently, we categorize and discuss the key technologies used by varying types of iHAUIM algorithms, encompassing Apriori-based, Tree-based, and Utility-list-based techniques. Moreover, we conduct a critical analysis of each mining method's advantages and disadvantages. In conclusion, we explore potential future directions, research opportunities, and various extensions of the iHAUIM algorithm.

Dynamics reconstruction and classification via Koopman features

Knowledge discovery and information extraction of large and complex datasets has attracted great attention in wide-ranging areas from statistics and biology to medicine. Tools from machine learning, data mining, and neurocomputing have been extensively explored and utilized to accomplish such compelling data analytics tasks. However, for time-series data presenting active dynamic characteristics, many of the state-of-the-art techniques may not perform well in capturing the inherited temporal structures in these data. In this paper, integrating the Koopman operator and linear dynamical systems theory with support vector machines, we develop an ovel dynamic data mining framework to construct low-dimensional linear models that approximate the nonlinear flow of high-dimensional time-series data generated by unknown nonlinear dynamical systems. This framework then immediately enables pattern recognition, e.g., classification, of complex time-series data to distinguish their dynamic behaviors by using the trajectories generated by the reduced linear systems. Moreover, we demonstrate the applicability and efficiency of this framework through the problems of time-series classification in bioinformatics and healthcare, including cognitive classification and seizure detection with fMRI and EEG data, respectively. The developed Koopman dynamic learning framework then lays a solid foundation for effective dynamic data mining and promises a mathematically justified method for extracting the dynamics and significant temporal structures of nonlinear dynamical systems.