Is the Journal of Data Science still alive?
It seems unlikely that a definitive answer would be available unless the site happens to host a member of the journal's editorial board.

However, their publication follows a January - April - July - October pattern. It's now May, and their last published edition was in January, which means they have missed at least one issue. However, the January 2014 issue also announces a new editor, so they may simply have a disrupted schedule without being "dead".

So I'd say "Not healthy, but possibly still alive". Another missed issue in July would be a pretty negative sign. Alternately, you could try contacting the journal to find out?