In [Lampinen and Oja, 1989] the local search process starts from an initial guess based on the best match approximation obtained by the projections to the first few vector components [Friedman et al., 1975] and in [Zhao and Rowden, 1991] the search begins always from the center of the codebook. In [Kohonen, 1996,Kohonen et al., 1996c] a pointer to the previous best match is assigned for each training vector, which are used several times in the training. The use of similar pointer tables to bypass layers in a tree-search SOM was suggested by [Koikkalainen, 1995]. In Publication 5, only the set of K best matches for the previous observation vector is stored and it is assumed that because the successive observations in the sequence resemble each other, the new set of best matches can be found starting from the previous set. An important note is that the real K best matches are not necessarily found at every time instant, but rather a set of them that is related to the assumed best match. The presented method is expected to work well for the particular type of density estimation discussed in this work, but not for non-SOM codebooks or SOM applications in general.