Hello Rajib and thank you for your post!

When the grid and the selector are loaded all the dimensions and measures from the data source are also displayed in the selector. To modify this behavior and choose what to be displayed you can exclude/include items from the metadata tree of the selector. Here is a documentation page with additional details on the matter: http://help.infragistics.com/Help/Doc/WPF/2015.1/CLR4.0/html/xamPivotGrid_DataSelector_Including_Excluding_Items_from_the_MetaDataTree.html.
You may also have a look at the Samples Browser  XamPivotGrid->Editing & Selection -> Dynamic Metadata Tree which illustrates the behavior.
The following events are fired when the changes in the data source are applied:
pivotGrid.DataSource.Columns.CollectionChanged
pivotGrid.DataSource.Rows.CollectionChanged
pivotGrid.DataSource.Filters.CollectionChanged

I have been working on this for a while and it seems that currently the auto complete functionality for the Data Selector is hard to achieve. The control that is used to display the dimensions and measures is XamDataTree. It is bound to the underlying ObservableCollection of measures and dimensions and the tree could be filtered only with the underlying CollectionView source as it is described here: http://ko.infragistics.com/community/forums/p/48215/448645.aspx#448645.
I would suggest you to log this as a new suggestion at: http://ideas.infragistics.com for including this autocomplete feature in one of our future versions. Additional information about the process and its benefits can be found below.

Steps to create your idea:
               
1. Log into the Infragistics Product Ideas site at http://ideas.infragistics.com (creating a new login if needed).
2. Navigate to the product / platform channel of your choice (e.g. WPF, Windows Forms, ASP.NET, HTML5 / Ignite UI, iOS / NucliOS, etc.)
3. Add your product idea and be sure to be specific and provide as much detail as possible. Explain the context in which a feature would be used, why it is needed, why it can’t be accomplished today, and who would benefit from it. You can even add screenshots to build a stronger case. Remember that for your suggestion to be successful, you need other members of the community to vote for it. Be convincing!

The benefits of submitting the product idea yourself include:
- Direct communication with our product management team regarding your product idea.
- Notifications whenever new information regarding your idea becomes available.

Additional benefits of the Product Idea system include:

- Ability to vote on your favorite product ideas to let us know which ones are the most important to you.  You will have ten votes for this and can change which ideas you are voting for at any time.
- Allow you to shape the future of our products by requesting new controls and products altogether.
- You and other developers can discuss existing product ideas with members of our Product Management team.

The product ideas site allows you to track the progress of your ideas at any time, see how many votes it got, read comments from other developers in the community, and see if someone from the product team has additional questions for you.