Data-driven discoveries revolutionized modeling, behavior prediction, and management of complex systems. The book provides information from machine learning, mathematics and physics in order to show how modeling and control of dynamic systems are combined with modern methods of data science. Many advances in scientific calculations are described, which make it possible to apply data-driven methods to the study of various systems: turbulence, brain science, climatology, epidemiology, finance, robotics and autonomous systems. The book is designed for specialists in working with wide-ranging data: engineers, scientists, software developers, and will also be useful for students and graduate students of technical universities.