In this thesis, we focused on the construction of classification models based on association rules. Although association rules have been predominantly used for data exploration and description, the interest in using them for prediction has rapidly increased in the data mining community. In order to mine only rules that can be used for classification, we modified the well known association rule mining algorithm Apriori to handle user-defined input constraints. We considered constraints that require the presence/absence of particular items, or that limit the number of items, in the antecedents and/or the consequents of the rules. We developed a characterization of those itemsets that will potentially form rules that satisfy the given constraints. This characterization allows us to prune during itemset construction itemsets such that neither they nor any of their supersets will form valid rules. This improves the time performance of itemset construction. Using this characterization, we implemented a classification system based on association rules and compared the performance of several model construction methods, including CBA, and several model deployment modes to make predictions. Although the data mining community has dealt only with the classification of single-valued attributes, there are several domains in which the classification target is set-valued. Hence, we enhanced our classification system with a novel approach to handle the prediction of set-valued class attributes. Since the traditional classification accuracy measure is inappropriate in this context, we developed an evaluation method for set-valued classification based on the E-Measure. Furthermore, we enhanced our algorithm by not relying on the typical support/confidence framework, and instead mining for the best possible rules above a user-defined minimum confidence and within a desired range for the number of rules. This avoids long mining times that might produce large collections of rules with low predictive power. For this purpose, we developed a heuristic function to determine an initial minimum support and then adjusted it using a binary search strategy until a number of rules within the given range was obtained. We implemented all of our techniques described above in WEKA, an open source suite of machine learning algorithms. We used several datasets from the UCI Machine Learning Repository to test and evaluate our techniques.