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I have 3 csv data sets. I want to create an OLAP cube so that it creates a schema joining all the 3 data sets. How can we do it in Azure? Can we use Azure data lake for this?

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In Azure, data held in OLTP systems such as Azure SQL Database is copied into the OLAP system, such as Azure Analysis Services.

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In Azure, all of the following data stores will meet the core requirements for OLAP:

  • SQL Server with Columnstore indexes
  • Azure Analysis Services SQL
  • Server Analysis Services (SSAS)

For more details, refer “OLAP in Azure” and "Defining and Deploying a Cube".

Hope this helps.

CHEEKATLAPRADEEP
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