1. A data analysis system, comprising: a modeling unit, using a machine learning algorithm to create a prediction model by training data; a feature-extraction unit, extracting a plurality of fragments of feature data of input data, and classifying the feature data into a plurality of groups; a processing unit, obtaining a probability of the input data corresponding to the prediction model by the machine learning algorithm according to the feature data corresponding to one of the groups, and determining the probability, wherein the processing unit selects the feature data of one of the unselected groups when the probability is less than a predetermined value; updating the probability of the input data corresponding to the prediction model by the machine learning algorithm; and classifying the input data according to the probability when the probability is greater than or equal to the predetermined value; and an output unit, outputting a classification result.