Description: In recent years, the increasing use of mathematical apparatus is wavelet analysis in various fields of science and in solving practical problems. This paper provides an overview of the use of wavelets in the methods of data mining, ie, detection methods in these new knowledge. For structuring review all new knowledge extraction process is divided into a sequence of stages, each of which shows the possibility of wavelets in the art. Showing potential areas for further research and application of wavelets.
Keywords: wavelet, data analysis, knowledge discovery, time series