Although Data Warehousing is regarded as a mature technology now, the definition of a federated architecture for Data Warehouse (DW) integration remains an open re- search question. This paper identifies requirements on a Federated DW System and proposes an architecture sup- porting the tightly coupled integration of heterogeneous data marts into a global, logical schema. In order to en- able the processing of queries in the federation, our ap- proach provides a Dimension Algebra (DA) and Fact Al- gebra (FA) to define the mappings between the global and local schemas. Moreover, we demonstrate how to apply DA and FA expressions for dimension and fact integration and explain the benefits of such an approach.