A visual, interactive guide to understanding how wavelets decompose signals in both time and frequency.
A wavelet is a short, wave-like oscillation that starts at zero, oscillates, and returns to zero. Unlike infinite sine waves, wavelets are localised in both time and frequency.
The wavelet transform works by sliding a wavelet along a signal and computing the correlation at each point. By stretching (scaling) the wavelet, we capture different frequency components. Short wavelets catch high-frequency detail; stretched wavelets capture the slow-moving trend.
The Fourier Transform tells you which frequencies exist, but not when they occur. The Wavelet Transform gives you both.
Consider a signal whose frequency changes over time — a chirp. The Fourier spectrum shows a broad band of frequencies with no timing information. The wavelet scalogram shows exactly when each frequency appears.
Different wavelet shapes are suited to different signal characteristics. The choice of mother wavelet determines what features the transform is sensitive to.
The CWT convolves the signal with scaled and translated copies of the mother wavelet at every point, producing a 2D time-scale map.
Here a is the scale (inversely related to frequency), b is the translation (position in time), and ψ is the mother wavelet.
Choose a scale a (stretch the wavelet)
Slide the wavelet across the signal (vary b)
At each point, compute the inner product
Repeat for all scales to build the scalogram
The DWT samples the CWT at dyadic scales (powers of 2), making it computationally efficient and perfectly invertible — you can reconstruct the original signal exactly.
Instead of continuously varying the scale, the DWT uses a filter bank: a low-pass filter (scaling function) captures the approximation, and a high-pass filter (wavelet function) captures the detail. After filtering, the signal is downsampled by 2.
Where h is the low-pass (scaling) filter and g is the high-pass (wavelet) filter. The process is repeated on the approximation coefficients.
Wavelets let you see your signal at multiple resolutions simultaneously — like zooming into a map. Each level reveals structure at a different scale.
Wavelets are everywhere — from JPEG 2000 image compression to detecting gravitational waves at LIGO.
Audio — denoising, compression (e.g. FBI fingerprint standard)
Images — JPEG 2000, texture analysis, edge detection
Medical — ECG/EEG analysis, tumour detection in MRI
Geophysics — seismic data, climate oscillation analysis