The provenance of a data item refers to its origins and processing history, while annotation is a term that refers to the process of adding notes or data to an existing structure. Because these terms are broad, and are used in slightly different ways by different communities, confusion is rampant. For example, consider that (1) annotating a data set with its provenance information, and (2) finding the provenance of a specific data annotation are both perfectly reasonable concepts.
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Bose et al. (2006) studied this question.