In this case, Transformer has encountered a condition in which a transactional data source contains orphaned data records. For example, suppose you use a Customers data source to populate your Customers dimension and an Orders data source to provide measure values for your sales transactions. You might encounter the condition in which a sale exists (in the Orders data source) for a customer for whom no data record exists in the Customers data source. Transformer will include customer information from the Orders data source, and fill in any blank levels in the Customers dimension with "Orphans Of" categories.
To solve this problem, ensure that all references from data sources are to categories that have been defined in the model.