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 kernal, which then mans thet thay have good properties. It is rather like a Fourier transform, as the wavelets typically opertae at different tmeoral or spatial scals, but whereas the sine/cos funcitons used in the Fourier transform extend over the etire temproal or spatial domain, wavelets are local.