For detecting an intrusion based on the anomaly of a user's activities, previous works are concentrated on statistical techniques or frequent episode mining in order to analyze an audit data set. However, since they mainly analyze the average behavior of a user’s activities, some anomalies can be detected inaccurately. This paper proposes an anomaly detection method which utilizes a clustering algorithm for modeling the normal behavior of a user’s activities in a host. Since clustering can identify an arbitrary number of dense ranges in an analysis domain, it can eliminate the inaccuracy caused by statistical analysis. Consequently, it can model the frequent activities of a user more accurately than the statistical analysis does. The common knowledge of activities in the transactions of a user is represented by the occurrence frequency of similar activities by the unit of a transaction as well as the repetitive ratio of similar activities in each transaction. The proposed method also addresses how to maintain identified common knowledge as a concise profile. Furthermore, this paper addresses the selection of good features that can improve the detection rate of anomalous behavior in an on-line transaction.