I updated my question to explain what I want. I have the voltage-time curve from the real industial object. This curve was gotten from the digital oscilloscope:
As you can see it has hight-frequency (kHz) interference. We extracted data from the oscilloscope into the Microsoft Excel file and here it is: http://www.fileconvoy.com/dfl.php?id=g3c9169c7c6eb991d999470396248137bf77d4cabe
Using this data we reconstructed the curve (in MathCAD). As an equivalent to time-axis we have n-axis ("n" - number of the point; every point corresponds to certain moment of time; in all we have 4000 points for 8 ms):
Using Fourier Transofrm we got frequency spectrum (amp-freq curve):
Inasmuch as this signal is nonstationary, the usage of Fourier Transform is not appropriate. So we used Fast Wavelet Transform and the result was quite different (and probably correct). This is an amp-point curve which is similar to the recostructed source curve, but there are displayed amplitudes for 4,7 - 5,5 kHz frequencies (for different wavelet coefficients), which appeared exactly in these moments:
And now by some reason there is a need to process the source data in Wolfram Mathematica, also because it is far and away more powerful than MathCAD. But Mathematica is something new for me in the field of signal processing, and now I have no time to study it. There is almost one week left for us to have this task done. The main purpose of the work is to use different wavelet families and obtain the correct frequency spectrum (amp-freq curve).
We are working with power quality and electromagnetic compatibility. This task is an engeneering task.
So here is the diference between datas. Original data is on the top and the interpolated is below.