Apparently there is a bug in Analysis Services (2008R2) when building a Data Mining Structure (Time Series model) with
nested tables on cubes. If the dimension key has a column name, AS becomes confused and gives an error that do not allow to process the structure.
"Error (Data mining): The data type specified for the
'xxxxx' column of the 'nnnnnn' OLAP mining structure is not compatible with its source attribute ('xxxxx' in the 'dddddd' cube dimension")
Everything is solved by removing the name column, in the attribute of the dimension used. This bug
was already reported for SQL2005 in: http://social.msdn.microsoft.com
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