In this article, we consider a sample point (tj, sj) including a value sj== f(tj) at height sj and abscissa (time or location) tj . We apply wavelet decomposition by using shifts and dilations of the basic H?ar transform and obtain an algorithm to
analyze a signal or function f. We use this algorithm in practical to approximating
function by numerical example. Some relationships between wavelets coefficients
and asymptotic distribution of wavelet coefficients are investigated. At the end, we illustrate the results on simulated data by using MATLAB and R software.