The Data Mining or deep analysis of data. The main feature of Data Mining is a combination of wide mathematical tools (from the classical statistical analysis to the new methods) and the last achievements in the sphere of informational technologies. In the Data Mining technology harmoniously connected strictly formalized methods and the methods of the informal analysis, i.e. the quantitative and qualitative analysis of data. Methods and the Data Mining algorithms include: artificial neural network, decision trees, symbolical rules, the methods of the nearest neighbor and k – nearest neighbor, method of basic vectors, Bayesian networks, linear regression, correlation and regression analysis, hierarchical methods of the cluster analysts, including algorithms of k – averages and k – median, search methods of Apriori, methods of limited search, evolutionary programming and genetic algorithms, various methods of visualization of data and set up other methods. Most of the analytical methods used in the technology of Data Mining – is a well – known mathematical algorithms and methods. New in their application is the ability to use them the solution of these or those specific problems, caused by the appeared of technical and software opportunities.