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As the Internet has become an enormous interconnected network, the information security today is very important to guarantee confidentiality, integrity and availability of computing resources. Advanced Intrusions Detections Systems IDS should be capable of identifying malicious actions that may compromise these guarantees, as quickly as possible. In this paper, we present a proposal for an IDS based on the wavelet and artificial neural network that is applied to the well know Knowledge Discovery and Data Mining KDD. The experiment showed high detection rate, suggesting that the approach is very promising.