When Analysis Services processes a dimension, it attempts to match each dimension foreign key in the fact table with the corresponding dimension member's primary key in the dimension table. When no join exists (eg., when a value exists in the fact table but not in the dimension table) then Analysis Services will use "Unknown" in its place.
The "Unknown" member name can be changed through the Edit Dimension dialog.
How to rename the "Unknown" member name
In the database dimensions, right-click the dimension and select Edit Dimension
Provide an Unknown Member Name and click OK .
Deploy and execute your OLAP server
Verify the changes