wavelet transform

A wavelet transform decomposes a function or time series into a sum of products of wavelets from a collection. The collection is often defined mathematically using a kernel, which then means that thay have good mathematical properties. A wavelet transform is rather like a Fourier transform, as the wavelets typically operate at different temporal or spatial scales, but whereas the sin/cos funcitons used in the Fourier transform extend over the entire temporal or spatial domain, wavelets are local.