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I'm not an expert in OLAP, but I've had some problems in the past with time dimensions that have levels lower than Day.
At first glance I have two hypotheses about what's causing the problem:
1.- First/Last week of every month usually has days in both months, so (if you're not using a 4-4-5 calendar) weeks, days and below do not have a single "parent" month, which is required for Time Series Analysis.
2.- The Time dimension table from which you loaded data into the dimension has incorrect values. Check especially the END_DATE and TIME_SPAN columns.
I hope it helps.