Easy:
Let's assume that you have selected the current month in %TIME_PERIOD_SET%=2014.01
Then:
*XDIM_MEMBERSET TIME_PERIOD = TMVL(-15,%TIME_PERIOD_SET%),TMVL(-14,%TIME_PERIOD_SET%),TMVL(-13,%TIME_PERIOD_SET%)...
You can't use TMVL in SELECT, SELECT is calculated before TMVL
Vadim