I have read the following sentence in a documents talk about the drawback of short time Fourier transform, and he is said :
the drawback is that once you choose a particular size for the time window, that window is the same for all frequencies
So what is the relation between frequencies and the size of window. If we have a high frequency component in a part of a signal how will not be able to detect this frequency if the size of the window is not smaller/bigger enough?
Furthermore, he is said about wavelet transform :
Wavelet analysis allows the use of long time intervals where we want more precise low-frequency information, and shorter regions where we want high-frequency information
I feel that the answer has a relation with nyquest rate somehow