Wavelet transform (Wavelet) is a term, as the name implies, "wavelet" is a small region, finite length, mean 0 waveform. The so-called "small" means it has decay; and called it the "wave" refers to its volatility, the amplitude of positive and negative shocks form. Compared with the Fourier transform, the wavelet transform is a time frequency analysis (spatial) localization, it through the telescopic translation operations to signal (function) gradually multiscale, ultimately achieve high frequency time segments, low frequency subdivision, can automatically adapt to the time-frequency signal analysis requirements, which can focus on any signal details,To solve the difficult problem of Fourier transform, become a major breakthrough in the scientific method of Fourier transform. Someone put the wavelet transform called "mathematical microscope".
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