This is a general question, any machine learning method could work, it depends on the data that you have, and what you want to do with it, is your data labelled or not? is your problem classification, regression or clustering?

However it is good to start with Weka , which is a is a collection of machine learning algorithms for data mining tasks.

Thank you dear Ahmad Hassanat.

I am working on classification problems.

Actually,I am trying to detect false data attacks during data communication in smart grids.(Secure /Insecure data).

Yes,I worked on WEKA.It is excellent tool.

But nowadays i am mainly focusing on MATLAB environment.

Whatever the platform is(WEKA/MATLAB).The prime objective is to implement machine learning in SMART GRIDS.

ok you are half way there then, you need just to find the best classier for your problem.

If you are interested in deep learning you may try some tools like Theano, Torch or Tensorflow, they are better then the MATLAB tool box for deep learning as it is outdated.