  We address and discuss recent trends in the analysis of big data sets, with
the emphasis on studying multiscale phenomena. Applications of big data
analysis in different scientific fields are described and two particular
examples of multiscale phenomena are explored in more detail. The first one
deals with wind power production at the scale of single wind turbines, the
scale of entire wind farms and also at the scale of a whole country. Using open
source data we show that the wind power production has an intermittent
character at all those three scales, with implications for defining adequate
strategies for stable energy production. The second example concerns the
dynamics underlying human mobility, which presents different features at
different scales. For that end, we analyze $12$-month data of the Eduroam
database within Portuguese universities, and find that, at the smallest scales,
typically within a set of a few adjacent buildings, the characteristic
exponents of average displacements are different from the ones found at the
scale of one country or one continent.
