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For a learn-from-the-practitioners approach, the reader might consult recent literature in his or her own field. Databases such as ISI Science Citations show over a hundred articles annually, and any recommendation we would make is bound to be obsolete by the time this pamphlet reaches the reader. We note that the presentation in traditionally less mathematical fields (from nerve response to forest canopy) tend to be more approachable even if the end use of the wavelet analysis is different from one's own.
Finally, as for many things, learn-by-doing may be the best approach. That is our ultimate recommendation.