CATS (Create and Analyse Time Series) is a program written by Simon Williams at the National Oceanography Centre in Liverpool, UK.
The installation instructions below work for me on any system provided that the BLAS and LAPACK libraries, with a C interface, are installed correctly. Requirements are as follows for systems that I use and have tested on:
An optimized binary can be built on Linux (Ubuntu Lucid in my case) using the BLAS and LAPACK distributions available through the Ubuntu Software Center (under "Applications"). If the BLAS and LAPACK shared and/or static libraries are installed, there should be no further problems following the installation instructions below.
A binary can be built for Mac using Apple's optimized versions of the BLAS and LAPACK libraries, which are contained in the "vecLib" sub-framework, part of the "Accelerate" framework, as follows. This set of instructions assumes that this and a C compiler are installed, for instance from the Command Line Tools package (from February 2012 and Xcode 4.3 onwards) or the complete Xcode package.
These instructions are based on the files found in the version 3.1.2 source code.
Running CATS on the time series in the example/ directory, estimating annual and semi-annual cycle terms in addition to a trend in the presence of a variable white noise plus unspecified power-law noise model, produced the following results for comparison:
CATS options: --model=vw: --model=pl: --sinusoid=1y1
Operating system | Processor | PENC | VYAS |
Linux (pre-compiled binary) | 2.40 GHz Intel Core 2 Duo | 3870 s | 310 s |
Linux (Ubuntu Lucid, 64-bit) | 2.40 GHz Intel Core 2 Duo | 2800 s | 205 s |
Linux (pre-compiled binary) | 2.93 GHz Intel Xeon | 2750 s | 220 s |
Linux (Ubuntu Jaunty, 64-bit) | 2.93 GHz Intel Xeon | 3050 s | 255 s |
Linux (pre-compiled binary) | 2.67 GHz Intel Xeon | 135 s | |
Linux (Fedora 15, 64-bit) | 2.67 GHz Intel Xeon | 1595 s | 135 s |
Mac OS X 10.6 (Snow Leopard, 64-bit) | 2.53 GHz Intel Core 2 Duo | 2700 s | 300 s |
Mac OS X 10.6 (Snow Leopard, 64-bit) | 2.66 GHz Intel Xeon Quad-Core | 3000 s | 250 s |
Mac OS X 10.7 (Lion, 64-bit) | 2.3 GHz Intel Core i5 | 1420 s | 125 s |
Mac OS X 10.8 (Mountain Lion, 64-bit) | 2.3 GHz Intel Core i5 | 1100 s | 90 s |
Mac OS X 10.9 (Mavericks, 64-bit) | 2.3 GHz Intel Core i5 | 900 s | 80 s |
Mac OS X 10.10 (Yosemite, 64-bit) | 2.8 GHz Intel Core i5 | 675 s | 50 s |
Mac OS X 10.11 (El Capitan, 64-bit) | 2.8 GHz Intel Core i5 | 570 s | 45 s |
macOS 10.12 (Sierra, 64-bit) | 2.8 GHz Intel Core i5 | 555 s | 45 s |
Mac OS X * | 2.6 GHz | 56 s | |
Scientific Linux (64-bit) † | 3.2 GHz Intel Xeon | 1575 s | 151 s |
* Courtesy of Reed Burgette (New Mexico State University)
† Courtesy of Julie Elliott (Purdue University)