In the era of big data, profitable opportunities are becoming available for many applications. As the amount of data keeps increasing, machine learning becomes an attractive tool to analyze the information acquired. However, harnessing meaningful data remains a challenge. The machine learning tools employed in many applications apply all training data without taking into consideration how relevant are some of them. In this paper, we propose a data selection strategy for the training step of Neural Networks to obtain the most significant data information and improve algorithm performance during training.