The nonlinear progression of COVID-19 positive cases, their fluctuations, the correlations in amplitudes and phases across different regions, along with seasonality or periodicity, pose challenges to thoroughly examining the data for revealing similarities or detecting anomalous trajectories. To address this, we conducted a nonlinear time series analysis combining wavelet and persistent homology to detect the qualitative properties underlying COVID-19 daily infection numbers at the state level from the pandemic's onset to June 2024 in Malaysia. The first phase involved investigating the evolution of daily confirmed cases by state in the time-frequency domain using wavelets. Subsequently, a topological feature-based time series clustering is performed by reconstructing a higher-dimensional phase space through a delay embedding method. Our findings reveal a prominent 7-day periodicity in case numbers from mid-2021 to the end of 2022. The state-wise daily cases are moderately correlated in both amplitudes and phases during the Delta and Omicron waves. Biweekly averaged data significantly enhances the detection of topological loops associated with these waves. Selangor demonstrates unique case trajectories, while Pahang shows the highest similarity with other states. This methodological framework provides a more detailed understanding of epidemiological time series data, offering valuable insights for preparing for future public health crises.