In MDX what is the ParallelPeriod of UnknownMember?
The way `PARALLELPERIOD' works is so that it moves up the hierarchy up to the specified level and then moves back or forward the number of periods, then moves down again using the same path.

In this 'moving down the path' parallelperiod will descend the same member ordinal again. So if it moved up from the first member (in your example january) it will move down the first member again. If it moved up the second member (in your example february) it will move down the second member again.

This of course breaks with an unknown hierarchy, since each child is the first member of it's parent.

So lets say for example you have this hierarchy

     2015             unknown
jan   feb    mar      unknown


And then you do a parallelperiod on the leaf member of the unknown hierarchy, the parallelperiod will move up to the year level of the unknown hierarchy, move back a year and move down to the leaf level again, remembering it moved up from the first member of the unknown hierarchy and moving down the first member of the 2015 hierarchy, which is jan 2015.