Retrieving last known record (based on a date) in series of logged events

Hello.  You can do it like this:

1.  In your source fact class define a new property - IsLastKnownRecord As %Boolean
2. Fill this property with correct values during batch imort, or fill it with a task or a trigger or a callback (many ways to calculate it, choose any approach you want)
3. In your cube delete IsLastKnownRecord dimension
4. In studio open your cube class and add buildRestriction to the cube definition:  <cube buildRestriction="IsLastKnownRecord=1"
5. Save and compile your cube
6. During cube build only facts with IsLastKnownRecord value equal to true would be used to build a cube

You can calculate such property on a class side, something like this. Index by CitizenRef and RelocationDate, and method which looking for the next date, and returns true if nothing found.

Index CitizenRelocation On (CitizenRef, RelocationDate);

Property IsLastKnownRecord As %Boolean [ Calculated, SqlComputeCode = {set {*}=##class({%%CLASSNAME}).IsLastKnownRecordCheck({CitizenRef}, {RelocationDate})}, SqlComputed ];

Method IsLastKnownRecordGet() As %Boolean
{
    quit ..IsLastKnownRecordCheck(i%CitizenRef, i%RelocationDate)
}

ClassMethod IsLastKnownRecordCheck(CitizenRef As %Integer, RelocationDate As %Date) As %Boolean [ CodeMode = objectgenerator ]
{
    set storagename="Default"
    set storageInd=%class.Storages.FindObjectId(%classname_"||"_storagename)
    set storage=%class.Storages.GetAt(storageInd)
    set indexLocation=storage.IndexLocation
    set indexLocation=$name(@indexLocation@("CitizenRelocation"))
    do %code.WriteLine($c(9)_"quit $order(@($name("_indexLocation_"))@(CitizenRef, RelocationDate))=""""")
    quit $$$OK
}

And result you can see below

What I have done in previous projects is to link the correlated records, e.g.:

 ID           CitizenRef           RelocationDate                 City                        Surname         NextLocationId
...
 48          1000                       2015-04-01                          Boston                  Smith               49
 49          1000                       2015-07-01                          Seattle                  Smith               50
 50          1000                       2015-10-01                          Boston                  Smith               51
 51          1000                       2016-01-15                          NewYork              Smith               NULL

You can quickly filter for current locations by setting your filter to "NextLocationId IS NULL". This is not very different from the other comments so far, but this approach is more flexible.

If you ask the question: "Who lived in Boston and relocated to Seattle" you can check for the case (pseudo-filter)

City="Boston" AND NextLocationId.City="Seattle"

You can even ask more complex questions like "Who relocated to Boston and stayed longer than a year after living in NewYork?"