Creating a shift model

Please see this post regarding How to Get Your Question Answered Quickly: https://community.powerbi.com/t5/Community-Blog/How-to-Get-Your-Question-Answered-Quickly/ba-p/38490

Hard to be specific without source data. But, if you created an hours table like this:

R06_Table = 
VAR __Hours = 
        SELECTCOLUMNS(
            GENERATESERIES(1 , 12 , 1),
            "Hour",
            [Value] & ":00:00 "
        )
VAR __Period = 
    SELECTCOLUMNS(
        { ("AM"),("PM") },
        "AM/PM",
        [Value]
    )
VAR __HoursAMPM = GENERATEALL(__Hours, __Period)
VAR __Final = 
    SELECTCOLUMNS(
        ADDCOLUMNS(
            __HoursAMPM,
            "Time",
            TIMEVALUE([Hour] & [AM/PM])
        ),
        "Time",
        CONVERT(TODAY() & " " & [Time], DATETIME)
    )
RETURN
    __Final

You could create a Shift column like this:

Shift = 
VAR __1stBegin = 9
VAR __2ndBegin = 17
VAR __3rdBegin = 1
VAR __Time = TIMEVALUE('R06_Table'[Time])
VAR __Hour = HOUR(__Time)
RETURN
SWITCH(TRUE(),
    __Hour >= __1stBegin && __Hour < __2ndBegin,"First",
    __Hour >= __2ndBegin || __Hour < __3rdBegin,"Second",
    "Third"
)