Error messages when you try to process a database or a cube in SQL Server 2005 Analysis Services: "The attribute key cannot be found" and "The record was skipped because the attribute key was not found"

The may receive the following error messages when you try to process a database or a cube in SQL Server 2005 Analysis Services: "The attribute key cannot be found" and "The record was skipped because the attribute key was not found".

Solution
This issue occurs because a fact table for a cube has one or more records that contain an attribute key, and this attribute key does not exist in the corresponding dimension table. This behaviour may occur when you have not processed the corresponding dimension before you process the cube or when the underlying tables have mismatched data. If the "Value:" field in the message has no number after it, the fact table must contain null data.

The following are solution that you can try to resolve this:
1.  Process all dimensions first with Process Full Process Option and then the reprocess the cube again.
2.  Verify whether thet processing cube data source has the correct SQL Server instance and database.
3.  Update the records to use an existing attribute key by running a update statement. 
 
UPDATE <TableName>
SET <KeyName> = <ExistingKeyValue>
WHERE <KeyName> = <InvalidValue> OR <KeyName> IS NULL 

4.  Insert additional records to Dimension table to match fact table attributes. 
 
Solution 3 and 4 indicates that there is an issue with data integrity in your database. These issues can be minimized by having a foreign key constraint between fact and dimension tables.

5. There is an option to process a cube ignoring errors. This method is not recommended as it can give wrong information.
  a.  In the Process Database – DatabaseName dialog box or the Process Cube – CubeName dialog box, click Change Settings.
  b.  In the Change Settings dialog box, click the Dimension key errors tab. Image shows this dialog.
  c.  Click Use custom error configuration.
  d.  In the Key not found list, change the default value from Report and continue to Ignore error.
  e.  Click Ignore errors count.
  f.  Click OK to close the Change Settings dialog box.
  g.  Click OK to process the database or the cube.