Reference Books

P.-N. Tan, M. Steinbach, and V. Kumar, Introduction to Data Mining, Addison Wesley, 2005.
I. H. Witten and E. Frank, Data Mining: Practical Machine Learning Tools and Techniques, 3rd Edition, Morgan Kaufmann, 2011
T. Hastie, R. Tibshirani, and J. Friedman, The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition, Springer-Verlag, 2009

Data Mining Resources and Data Repositories

UCI Machine Learning Repository
Machine Learning Data set Repository
Kaggle: the home of data science

Online Digital Libraries and Bibliography Servers

ACM Digital Library
DBLP Bibliography Server