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The enormous growth of data are of no use until it provides some useful information. So, identifying the data patterns from massive data and to transform it according to the user's interest, is the subject of knowledge discovery in databases. Various techniques and tools are in existence, to discover knowledge, but they fail to deal with uncertainty. Uncertain data produces the result which may not be efficient and leads to the wrong prediction. So, uncertainty is to be taken care to have a healthier knowledge discovery system. This book is an attempt to construct an intelligent prediction system using rough computing and neural network. It highlights the research work pertaining to rough computing and neural network to produce a better knowledge discovery model. It also throws light on comparative analysis of the proposed work with statistical techniques.