Product:
Cognos TM1 10.2.2
Issue:
When publish a TM1 application to the TM1 Application Web you get a error message.
Error message:
IBM Cognos TM1 Applications are not supported when the TM1 server is using Cognos Security mode 4. Specify IntegratedSecurityMode=5 instead.

Solution:
Open TM1S.CFG in notepad and change to 5
The new version only supports mode 1 or 5.
Change
IntegratedSecurityMode=4
To
IntegratedSecurityMode=5
Save the file.
Then from Windows services, stop and start your TM1 instance.
Start Performance modeler again and test again.
More Information:
https://www-01.ibm.com/support/knowledgecenter/SS9RXT_10.2.2/com.ibm.swg.ba.cognos.tm1_inst.10.2.2.doc/t_tm1_inst_app_cfg_app_webjv.html