A Bayesian Multivariate Functional Dynamic Linear Model

We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic linear models for multivariate time series to the functional data setting. We also develop Bayesian spline theory in a more general constrained optimization framework. The proposed methods identify a time-invariant functional basis for the functional observations, which is smooth and interpretable, and can be made common across multivariate observations for additional information sharing. The Bayesian framework permits joint estimation of the model parameters, provides exact inference (up to MCMC error) on specific parameters, and allows generalized dependence structures. Sampling from the posterior distribution is accomplished with an efficient Gibbs sampling algorithm. We illustrate the proposed framework with two applications: (1) multi-economy yield curve data from the recent global recession, and (2) local field potential brain signals in rats, for which we develop a multivariate functional time series approach for multivariate time-frequency analysis. Supplementary materials, including R code and the multi-economy yield curve data, are available online

Using formal metamodels to check consistency of functional views in information systems specification

UML notations require adaptation for applications such as Information Systems (IS). Thus we have defined IS-UML. The purpose of this article is twofold. First, we propose an extension to this language to deal with functional aspects of IS. We use two views to specify IS transactions: the first one is defined as a combination of behavioural UML diagrams (collaboration and state diagrams), and the second one is based on the definition of specific classes of an extended class diagram. The final objective of the article is to consider consistency issues between the various diagrams of an IS-UML specification. In common with other UML languages, we use a metamodel to define IS-UML. We use class diagrams to summarize the metamodel structure and a formal language, B, for the full metamodel. This allows us to formally express consistency checks and mapping rules between specific metamodel concepts. (C) 2007 Elsevier B.V. All rights reserved