This monograph is a detailed introductory presentation of the key classes of intelligent data analysis methods. The ten coherently written chapters by leading experts provide complete coverage of the core issues. The first half of the book is devoted to the discussion of classical statistical issues, ranging from the basic concepts of probability, through general notions of inference, to advanced multivariate and time series methods, as well as a detailed discussion of the increasingly important Bayesian approach. The following chapters then concentrate on the area of machine learning and artificial intelligence and provide introductions into the topics of rule induction methods, neural networks, fuzzy logic, and stochastic search methods. The book concludes with a higher level overview of the IDA process and illustrations of the breadth of application of the ideas.