Recurrent Neural Network

Automating the processing of videos in applications such as surveillance, sport commentary and activity detection, human-machine interaction, and health/disability care is crucial to their correct functioning. In such video processing tasks, recognition of various human actions is a pivotal component for the correct understanding of videos and making decisions upon it. Accurately recognizing human actions is a complex process, demanding high computing capabilities and intelligent algorithms. Several factors, such as object occlusion, camera movement, and background clutter, further challenge the task and its accuracy, essentially leaving deep learning approaches the only viable option for properly detecting human actions in videos. In this study, we propose CoReHAR, a novel Human Action Recognition method that employs both deep Convolutional and Recurrent neural networks on raw video frames. Using the pre-trained ResNet152 CNN, deep features are initially extracted from video frames. The sequential information of the frames is then learned using DB-LSTM RNN. Multiple stacked layers in forward and backward passes of the DB-LSTM provide increased network depth for higher accuracy. A number of techniques are also applied to improve CoReHAR’s processing speed on heterogeneous GPU-enabled systems. The proposed method is evaluated using PyTorch, and is compared to the state-of-the-art methods, showing a considerable efficiency increase, with nearly 95% recognition accuracy measured as an average over all splits of the challenging UCF101 dataset.

The ability to predict the stock market and analyze market trends is invaluable to researchers and anyone interested in investing. However, this task is a challenging problem due to a large number of parameters and unpredictable noise that may affect the stock price. To overcome this issue, researchers have employed numerous approaches such as Moving Average (MA), Support Vector Machine (SVM), and Neural Networks. With technological advances, deep learning methods have become popular in processing time-series data. In this paper, we compare two recently introduced deep learning models, namely a Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU), in forecasting daily movements of the Standard & Poor (S&P 500) index using the daily closing price of this index from 14/5/1991 to 14/5/2021. Results show that both models are effective and accurate in stock market prediction. In this case study, the mean squared error (MSE) and mean absolute error (MAE) for the GRU model are slightly lower than the LSTM model; hence, GRU outperformed the LSTM model despite its simpler structure. The results of this study are applicable in various instances where it is challenging to identify patterns among large volumes of unstructured data, such as medical data analysis, text mining, and financial time series modeling.

The Industrial Internet of Things (IIoT) is a potential platform for developing industry 4.0 and its related applications, especially in cyber-physical systems. Such a new trend in manufacturing sectors offers further potential to optimize operations, realize business models, and reduce costs. Such accomplish may also lead to complex and complicated tasks; hence, to deal with such issues, Reference Architecture Model Industry 4.0 (RAMI 4.0) is developed to structure Industry 4.0. In this paper, the standardized framework is considered RAMI 4.0 and its integration with an IIoT software named Software Platform Embedded Systems (SPES). Integrating Model-Based Engineering (MBE) with a framework requires using a deep learning model called Recurrent Neural Network (RNN). The RNN-MBE, which optimizes the entire process, is responsible for optimizing the process and reducing industry costs. The optimization problem has been fixed, and the MBE simulation has shown that using the proposed MBE is efficient.