Quite simply, Data Mining is a data-driven decision support process while OLAP and Data Warehousing are model-driven decision support systems.
With OLAP and DW, the premise is that we know something about our business (metrics and key performance indicators and measures) and want to analyze their change across the various dimensions of the business, so we build a model.
Data Mining is a data-driven discovery process, using probability and statistics to discover relations within the corporate data heretofore unknown to the business. Discoveries made during data mining are often incorporated into the OLAP or DW models.
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