Wavelet is a function that is localized in time and frequency, generally with a zero mean.
It is also a tool for decomposing a signal by location and frequency.
Wavelet decomposition is original in two respects relative to Fourier decomposition. On one hand, sine and cosine functions, which are periodic, are replaced by a mother function, which is quite regular.
The mother wavelet is horizontally and vertically deformed through the effect of the signal. The wavelet coefficients, which are equivalent to the Fourier decomposition amplitudes, are thus a measure of the correlation between the signal shape and the contour of the deformed mother wavelet that follows the signal.
the signal − whether it is a chronicle series or an image is decomposed into one general part and some details representing some irregularities. The general part is then itself decomposed into a new general part and more details, and so on. This is an iteration model similar to that of the construction of a fractal. This connection explains the effectiveness of wavelets in the study of fractals.