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This paper presents a new method based on a second-order stochastic model for computer intrusion detection. The results show that the performance of the second-order stochastic model is better than that of a first-order stochastic model. In this study, different window sizes are also used to test the performance of the model. The detection results show that the second-order stochastic model is not so sensitive to the window size, comparing with the first-order stochastic model and other previous researches. The detection result of window sizes 6 and 10 is the same.