To create or add members to a dimension, you must specify an algorithm (build method).
To select a build method:
Select Options, then Dimension build settings.
In the Dimension Build Settings dialog box, select the Dimension Build Settings tab.
Scroll to the Build method node.
If you select Add as child of, enter a parent name or from Add as child of, select a parent.
Click OK.
“Build Methods” in the Oracle Essbase Database Administrator's Guide
Dimension Build Settings Dialog Box, Dimension Build Settings Tab