eazyBI does not have default support for Time hierarchies with such long periods. You can define custom Time hierarchies using 2,3,4 week periods, though.
You can consider defining a new custom Time hierarchy with 3 week period to represent Sprint cycles. Then you can define PI members as calculated members using those new Sprint cycles.
Define a new custom time hierarchy with 3 weeks and 2020-10-12 as a start date to get correct cycles: