||This is a manuscript of a textbook evolving from research and three years of teaching at the Hong Kong University of Science and Technology. The textbook gives an introduction into the fascinating field of knowledge discovery in databases, also called data mining. The manuscript is suited for beginners who can leave out the more advanced sections, as well as people who would like to do research in this area. In the manuscript emphasizes our own discovery techniques. Statistical and neural net approaches are not discussed in depth since many excellent textbooks covering those topics are available.