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Currently, a huge amount of data is being rapidly generated in cyberspace. Datanature (all data in cyberspace) is forming due to a data explosion. Exploring the patterns and rules in datanature is necessary but difficult. A new discipline called Data Science is coming. It provides a type of novel research method (a data-intensive method) for natural and social sciences and goes beyond computer science in researching data. This paper presents the challenges presented by data and discusses what differentiates data science from the established sciences, data technologies, and big data. Our goal is to encourage data related researchers to transfer their focus towards this new science.