Abstract: Data mining can help business enterprise get valuable information from continual accumulated and updated data sources. This paper uses seller's commodity sale database to investigate the correlations among commodities. Especially, aiming to the shortage of association rule algorithm in mining the correlation among commodities, this paper proposes a new algorithm. Based on daily sale data record of commodities, we obtain their sale data time series according to the change of commodities' sales, then compare these time series, measure their distance, and finally get correlations of commodities. Some experiments on real data sets validate the effectiveness of our proposed method. And we obtain some valuable results, which can guide the business application.