Hi,
You can use Named Set filter template when you want to create a dashboard filter by selecting a group of items which are defined as a set in database. The Named Set filter template works with data that is stored in SQL Server Analysis Services in 2000/2005. To create a Named Set dashboard filter:
1. In Workspace Browser, click Dashboards.
2. Click the Workspace tab to view the list of dashboards that are available in your workspace. If the dashboard that you want to change is not listed, click the Server tab, and then double-click the dashboard.
3. On Filters section, click New Filter.
4. In 'Select a Dashboard Filter Template dialog box', select Named Sets and click OK.
5. In 'Create a Filter wizard', type a name for your filter, Click Next.
6. In 'Select a Data Source wizard', select your Analysis Services data source. click Next.
7. In 'Select Named Set step of the wizard', use the Select named set list to select a named set. click Next.
8. In 'Choose Display Method step of the wizard', select a display type for your filter [May be List/Tree] and click Finish.
10. On the Confirmation screen, review the information in the Details pane.
11. Click the Home tab, and then click Publish All to save your changes.
12. Now you are ready to add your filter to a dashboard page.
Also you may refer this:
https://technet.microsoft.com/en-us/library/gg410943.aspx