What does threshold do for a matrix profile?

Question

So I've plot these two matrix profiles by using the tsfresh feature extraction libraries and I've verified that these two graphs are identical (through gimp) and now my question is, what does the threshold do, if it's not giving a big impact on the graph? I read that the threshold has to be in between 0 and 1 and these values don't seem to impact this feature.

Could someone help me understand what the threshold does?

Thank you!

#edit

https://tsfresh.readthedocs.io/en/latest/_modules/tsfresh/feature_extraction/feature_calculators.html#matrix_profile

for ease of research :)

Answer 1

Without setting a window size, the Pan Matrix Profile is computed instead of a single Matrix Profile. It's a stack of Matrix Profiles with different window sizes; in this case Threshold determines the maximum window to be used. Any window with an above-threshold correlation to the full sequence is calculated. The problem might be not setting a window size with the mean preprocessing, which takes a separate window parameter. https://matrixprofile.docs.matrixprofile.org/api.html#matrixprofile-compute

It's probably easiest to specify "windows" to get a single or set of matrix profiles calculated with those window sizes. And with mean preprocessing, its own individual window size.