Data Mining focuses on study of algorithms and computational paradigms that allow computers to discover patterns and regularities in databases, perform prediction and forecasting, and generally improve their performance through interaction with data. Data mining is regarded as the key element of a more general process called Knowledge Discovery that deals with extracting useful knowledge from raw data. The knowledge discovery process includes data selection, cleaning, coding, using different statistical and machine learning techniques, and visualization of the generated structures. The course will be demonstrated by the whole process by examples. The data mining covers different type of discovery like clustering, association rules mining, regression, etc.