The Discrete Wavelet Transform and Wavelet Synopses

DEFINITION Wavelets are a useful mathematical tool for hierarchically decomposing functions in ways that are both efficient and theoretically sound. Broadly speaking, the wavelet transform of a function consists of a coarse overall approximation together with detail coefficients that influence the function at various scales. The wavelet transform has a long history of successful applications in signal and image processing [11, 12]. Several recent studies have also demonstrated the effectiveness of the wavelet transform (and Haar wavelets, in particular) as a tool for approximate query processing over massive relational tables [2, 7, 8] and continuous data streams [3, 9]. Briefly, the idea is to apply wavelet transform to the input relation to obtain a compact data synopsis that comprises a select small collection of wavelet coefficients. The excellent energy compaction and de-correlation properties of the wavelet transform allow for concise and effective approximate representations that exploit the structure of the data. Furthermore, wavelet transforms can generally be computed in linear time, thus allowing for very efficient algorithms.