Data mining and big data analytics is the process of examining data to uncover hidden patterns, unknown correlations and other useful information that can be used to make better decisions. This course is an introduction to concepts of data mining, machine learning and big data analytics. We will cover the key data mining methods of clustering, classification and pattern mining are illustrated, together with practical tools for their execution. We will show applications of these tools to a number of datasets, showing how theory and digital traces of human activities at societal scale can help us understand and forecast many complex socio-economic phenomena.