You will have N databases no matter what. Almost every company has some legacy systems around, or simply uses different tools for different jobs.

However, you still want to copy & combine your data into a single database. The relevant Fowler patterns are:

http://martinfowler.com/bliki/DataLake.html

http://martinfowler.com/bliki/ReportingDatabase.html

More precicely, it is a common pattern to split the analtics into three parts: 1) Collecting the data (using lots of adapters) into a "data lake", 2) filter and preprocess that data lake into a uniform data structure whose structure is determined by the analysis goal rather than the operational system, 3) analyze that uniform data with statistical and other tools.

It usually makes no sense to combine those phases into a single overall tool. First, these are very different tasks, where different specialized tools will evolve anyway. Second, you want to keep the intermediate results anyway - for caching as well as to have an audit trail and reproducibility of the results.

For example, you don't want the performance of operational system be affected by for how many analysis tools it is used at a point in point. Also, you don't to work on a always-modifying dataset while fine-tunung your analysis methods.