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 according to a predetermined weighting corresponding to the machine learning algorithm; a processing unit, selecting one of the groups of the feature data according to a weighting sequence corresponding to the weighting as input feature data, obtaining a probability of the input data corresponding to the prediction model by the machine learning algorithm according to the input feature data, and determining the probability, wherein the processing unit adds the feature data of one of the unselected groups according to the weighting sequence as the input feature data 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.