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Right there with Babe
      
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SSC Journeyman
      
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Unknown, Not Applicable, ...
I think these allow you more control over the design and data loading.
PMWar
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Say Hey Kid
      
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I always have an unknown in a dimension, and it's key is 0. Then the sql statements can be COALESCE(value, 0). Most of the time using 0 is not an issue, but occassionally it makes it problematic. Not such a problem that I regret doing it that way.
I often has an N/A dimension, and it's key is -1. There is only an N/A when it makes sense. So Creation Date does not have an N/A. An open order has N/A for complete date. A completed order that for some reaons doesn't have a date would be classed as Unknown.
I'm not sure how setting the unknown value will work, so I can't compare the two. It maybe that I'm using old fashioned methods, or it may be that my desire for the greater control is a good thing. It would be interesting to hear from someone who has done both.
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SSC Eights!
      
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I tend to use -1 with Unknown as the description, and occasionally also use -2 with Undefined at Source.
The two are very different especially when loading data from 2 or more systems and conslidating them, where System one might have an value where system two doesnt recognise that particular field and theres no mapping.
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SSC Eights!
      
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I like the idea of unknown versus undefined at source. I stay away from using zero (although I have done so in the past), as zero is often a valid value. If you're using a true surrogate key, then that's not an issue, but often we muddy the waters by using a natural key (such as using time for a time dimension, and zero may well be a valid time).
I model in the relational DW, and then project that into SSAS, rather than model in SSAS. I guess if you model directly in SSAS without a relational DW, then you may do that there and not worry so much about it.
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