Changing a filter name is the same thing as changing the name of the corresponding column in the data table.
To change a column name:
Right-click on a filter.
Select Rename... from the pop-up menu.
Type a new name for the column.
Click OK.
Response: The filter (and the corresponding column in the data table) now has the new name.
You can also change the name of a column from the Column Properties dialog. In this dialog you can also make other adjustments to the column. For example, change the sort order of the categories in a column, or change the formatting settings.
See also: