Introduction to Programming Using Python 英文无水印pdf pdf所有页面使用FoxitReader和PDF-XChangeViewer测试都可以打开 本资源转载自网络，如有侵权，请联系上传者或csdn删除 本资源转载自网络，如有侵权，请联系上传者或csdn删除

stereo matching using tree filtering 是杨庆雄老师的一个论文代码，关于立体匹配，发表在PAMI，同时是non-local的扩展

本书为FreeRTOS移植官方文档，基于Cortex-M3处理器，稀缺资源

Data Structures Using C 数据结构， C语言实现，学完C之后非常值得推荐的一本书

采用二进搜索算法的注水算法。注水算法通常用于解决OFDM或者MIMO系统中的子信道的功率分配问题。较常用

一本详细介绍如何基于OWL进行Ontology建模的好书，其中也包括了如何使用Protege等建模工具的说明和教程。

关于photo mapping最经典的书，是photo mapping的创始人写的书。

论文+代码 论文详细P. Perona and J. Malik. Scale-space and edge detection using anisotropic diffusion.IEEE Trans. 1990.

Aimed at econometricians who have completed at least one course in time series modeling, Multiple Time Series Modeling Using the SAS VARMAX Procedure will teach you the time series analytical possibilities that SAS offers today. Estimations of model parameters are now performed in a split second. For this reason, working through the identifications phase to find the correct model is unnecessary. Instead, several competing models can be estimated, and their fit can be compared instantaneously. Consequently, for time series analysis, most of the Box and Jenkins analysis process for univariate series is now obsolete. The former days of looking at cross-correlations and pre-whitening are over, because distributed lag models are easily fitted by an automatic lag identification method. The same goes for bivariate and even multivariate models, for which PROC VARMAX models are automatically fitted. For these models, other interesting variations arise: Subjects like Granger causality testing, feedback, equilibrium, cointegration, and error correction are easily addressed by PROC VARMAX. One problem with multivariate modeling is that it includes many parameters, making parameterizations unstable. This instability can be compensated for by application of Bayesian methods, which are also incorporated in PROC VARMAX. Volatility modeling has now become a standard part of time series modeling, because of the popularity of GARCH models. Both univariate and multivariate GARCH models are supported by PROC VARMAX. This feature is especially interesting for financial analytics in which risk is a focus. This book teaches with examples. Readers who are analyzing a time series for the first time will find PROC VARMAX easy to use; readers who know more advanced theoretical time series models will discover that PROC VARMAX is a useful tool for advanced model building.

winbugs说明和建模代码