Hi,
unforunately as of today in BI 4.0 this is not possible in Web Intelligence, you have to create a new hierarchy in the backend. Also, check following links:
http://help.sap.com/businessobject/product_guides/boexir4/en/xi4sp5_ia_en.pdf#page=249
http://scn.sap.com/message/13785036
Best regards,
Victor