Haar wavelet. The Haar wavelet is a certain sequence of rescaled
"square-shaped" functions which together form a wavelet family or basis.
As a special case of the Daubechies wavelet, it is also known as D2.
The Haar wavelet is also the simplest possible wavelet. The technical
disadvantage of the Haar wavelet is that it is not continuous, and
therefore not differentiable. This property can, however, be an advantage
for the analysis of signals with sudden transitions, such as monitoring
of tool failure in machines.