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There are periodic intrusion attacks in industrial control system, such as sine wave attack, triangle wave attack and square wave attack. It is difficult to detect the hidden distribution of these attacks. In this algorithm, wavelet decomposition is used to decompose the data to each scale, and principal component analysis is used to detect the local data. Then the principal component analysis of each scale is used to form a comprehensive principal component analysis model which contains the information of each scale. Using Mississippi data set and self built data set, the overall detection accuracy of the algorithm is 7.4% higher than that of the single principal component analysis algorithm.