Attribute Key Not found Error occurs in SSAS due to the following reasons :
  1. Dimensions processed after measure groups (This one is simple, just process Dimension before processing a Cube)
  2. Presence of Orphan Records in Fact Table  (This one is tuff to handle from SSAS Perspective)

These errors can be dealt easily at ETL Level, sometimes we got orphan records in Fact table which means we got a Key in Fact for which no entry in Dimension or Master Table.

http://blogs.msdn.com/b/karang/archive/2010/10/03/during-etl-detecting-dirty-records-from-fact.aspx