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In this paper we propose and analyze a new multiscale method for the wave equation. The proposed method does not require any assumptions on space regularity or scale-separation and it is formulated in the framework of the Localized Orthogonal Decomposition (LOD). We derive rigorous a priori error estimates for the L2-approximation properties of the method, finding that convergence rates of up to third order can be achieved. The theoretical results are confirrmed by various numerical experiments.