This book presents elements of wavelet theory. Wavelets' properties and their application to the prediction have been presented in synthetic and comprehensible way. One-dimensional and two-dimensional Haar wavelet and Daubechies wavelet have been described. Algorithm of Daubechies wavelet construction and wavelet transform with application to the non-complicated numerical example have been explicated in detail. In addition to a concise and comprehensive theoretical basis about wavelets, the book contains detail description of author's algorithm for time series prediction based on wavelet...