Yes, @billuh, you should import the Program Increment name to each sprint as a property in order to create a new custom hierarchy and group sprints by this PI.
- With additional data import from REST API, get a list of Sprints and the PI name it belongs. For example, use the Sprint planned start date to generate the PI name. (documentation on Additional data import into Jira Issues cube)
- When the PI name is imported, go to Analyse tab and create a new hierarchy in the Sprint dimension to group all sprints by associated PI name (see documentation Custom hierarchies).
Check out this community post for an example of grouping sprints by additionally imported properties. There is also a link to the training video with step by step use case for group sprints by PI:
Combining different teams sprints into one - #3 by daina.tupule