Until I found this book I linked “big data” with Google, Facebook or databases. But Brunton and Kurt’s book, Data Driven Science and Engineering shows that big data can be used in the physical world as well.

The overriding theme of the book whether it is discussing the SVD decomposition (Chapter 1), Fourier Analysis (Chapter 2), Compressed Sensing1 (Chapter 3), or other chapters in the book is that viewing the big data through different lenses - basis in mathematical speak - can reveal the fundamental structure and physics of a problem.

The book is very (for a textbook) readable, but if reading text books isn’t your thing, Brunton is walking through the book and more in a fantastic series on YouTube


1: Compressed sensing was totally new to me and very exciting.