A computer method of online mining of quantitative association rules consisting of two stages, a preprocessing stage followed by an online rule generation stage. The required computational effort is reduced by the pre-processing stage, defined by pre-processing data to organize the relationship between antecedent attributes to create a heirarchially arranged multidimensional indexing structure. The resulting structure facilitates the performance of the second stage, online processing, which involves the generation of quantitative association rules. The second stage, online rule generation, utilizes the multidimensional index structure created by the preprocessing stage by first finding the areas in the data which correspond to the rules and then uses a merging step to create a merged tree in order to carefully combine interesting regions in order to give a heirarchical representation of the rule set. The merged tree is then used in order to actually generate the rules.