I want to build a fact table that hold information about incidents. The dimensions I suggested:
Time_Dimension : ID_Time, Year, Month, Day
Location_Dimension : ( City for exemple) :ID_City, name
But what i don't get is, the datamart is supposed to hold information about incidents,and i've noticed on some DWH design that incident is also used as a dimension. and i tell myself, what would be the benefit of the other dimensions ( i.e location dimension, time dimension ) if all the information on the fact table are already on the "incident" dimension ? the measures to calculate are the "Cost Of Incident " (per month) and Number of Incident ( per month )
Having an incident dimension doesn't mean you would move the location and time into that dimension. An incident might have other attributes like who owns it, what type it is, etc. Those things would go in the incident dimension. If you have other things that tie to a location then you are doing the right thing to tie your incident dimension to the location dimension. And every fact should be tied to a date/time dimension.
It sounds like you are just getting started with dimensional modeling. You probably want to check out The Kimball Group to get a better understanding of how this works. The data warehouse toolkit book has many good examples that would help you understand how to model your data.