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Overview

Random Sample Consensus (RANSAC) is a robust estimator for fitting models in the presence of outliers. At each iteration, it samples a minimal subset, fits a candidate model, scores inliers under a residual threshold, and retains the model with the strongest consensus. Compared with ordinary least squares (OLS), it remains stable even when outliers are abundant.

RANSAC Intuition

RANSAC vs OLS behavior under outlier contamination.
RANSAC vs OLS behavior under outlier contamination.

We use RANSAC for:

Outlier Detection (Lyngen)

Time-Series Line Fitting (point-wise)

For each time series $y(t)$, we fit a robust line $y = m \cdot t + c$. Timestamps with residuals

\[|y - (m \cdot t + c)| \leq \tau\]

are classified as inliers. Large disagreements between RANSAC and OLS identify unstable or noisy series.

Spatial Plane Fitting (global)

We then fit local planes $z = a \cdot x + b \cdot y + c$, where $z$ is the per-point RANSAC slope and $(x, y)$ are geographic coordinates. Using overlapping windows yields local consensus scores and reveals spatially inconsistent points.

To reduce window-size sensitivity, we run an iterative strategy with progressively larger tiles and looser consensus thresholds, peeling inliers at each step until no stable plane remains.

Other Results

Resampling Irregular Time Series

Before Reservoir Computing embeddings, irregular series are transformed to a regular grid using the robust RANSAC trend. Observed values are preserved at acquisition timestamps, while missing timestamps are filled with the fitted trend.

Procedure:

  1. Fit RANSAC on $(t, y)$ for each series to estimate slope $m$ and intercept $c$.
  2. Build a regular grid t_reg over [t_min, t_max].
  3. Fill missing values with $\hat{y}(t) = m \cdot t + c$ and keep observed values where available.