Yes, you can, no metter if it's just one filter or a combination of filters. Your saved filters will appear in the funnel menu (next to the datasheet search) rolled up under the title "My saved filtres". They will have the name, icon and icon color that you choose while saving.

 

How to save a filter/a combination of filters? 

Step 1. Apply the filter(s) you would like to save

Step 2. Click on the icon next to the list of active filters

Step 3. Choose a name for your new filter.

Step 4. You can also choose an icon and its color (in "more settings")

Step 5. Save