With fast advances in information technology, there has been explosive growth in our capabilities to generate and collect data in the last decade. Analyzing the large amount of data in an understandable and efficient way remains a challenging problem. Data mining addresses this problem by providing methodologies to automate the analysis and exploration of large complex data. This course will cover the fundamental topics of data analysis and data mining to extract patterns and underlying knowledge from data and transform it into an understandable structure for further use in various applications including market analysis, fraud detection, intrusion detection, healthcare analytics, monitoring and predictive maintenance, customer segmentation, recommender systems, and decision making. In this course, various computational methods and data mining techniques will be introduced and considerable efforts will also be given on their implementation, strengths, and weaknesses for different applications.