SAP has told me via there support system that they do not support Named Sets in Microsoft Analysis cubes and I need to be able to create specific time parameters to ease reporting requirements.  We are migrating off ProClarity and onto Analysis Edition for OLAP and need to be able to create these specific time dimensions.  I don't want to use custom groups as this would be hardcoding the values for the dates.  Is there any alternative to have these dates available in the Analysis application?  Any help would be greatly appreciated.  Re-posting as I would like to know if this is possible in a newer version.

Please note that the Business Layer on the Webi side supports named sets and I have already implemented this for scheduled reports. Below is the MDX Name Set query for the Previous month based on our time dimension.

---- [Previous Month] ----

Intersect ([Time].[Time Fiscal Year].[Month].Members, LastPeriods (1, Tail(Filter([Time].[Time Fiscal Year].[Month].Members, NOT IsEmpty(([Time].[Time Fiscal Year].CurrentMember, [Measures].DefaultMember))), 1).item(0).Lag(1)))

Our Current Version:

SAP Business Objects BI Platform 4.1 Support Pack 2 Patch 2