At the research group Ambient Intelligence, we perform applied research: based on real-life use cases we collaborate with external partners to work towards a solution and gain insights from a technical and domain perspective. Surely, many people would agree that such projects do not traverse a paved road. In this talk, I give a few examples of projects we carried out to analyse data with various partners in my research line ‘applied data science’. Besides highlighting some techniques we used and adopted, I also emphasize the methodological lessons we learned thus far as well as the insights we would like to achieve in our current and future projects.