A wavelet is a small function, which has finite/local extent in time or space. For example:
fs(t) = 1 - |t-s| if (t-s) < 1 , = 0 otherwise
Wavletes can be one diennsional, for use over time series series or sequential data, 2D for images, or higher dimensions. Wavelets usually form part fo a collection with different wavelests at different sizes and locations, so that any \term{time series} or image can be expressed as a sum of the wavekets in the collection -- called a wavelet transform of the function.
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