In this article we will compare the classical methods of Fourier analysis with the never methods of wavelet analysis. Fourier methods are not always a good tool to recapture the signal, particularly if it is highly non-smooth because too much Fourier information is needed to reconstruct the signal locally. In this case, wavelet analysis is often very effective because it provides a simple approach for dealing with local aspects of a signal.Key words: Fourier analysis, Wavelet analysis
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