Use this code to change the name of the exported CSV file(s) for a particular form. Remove the if statement (line 3) and the } before "return $filename" in order to the change the name of exported CSV files for all forms.

add_filter('frm_csv_filename', 'change_csv_filename', 10, 2);
function change_csv_filename($filename, $form){
if ($form->id == 45){//Change 45 to the ID of your form
  $filename = date("ymdHis",time()) . '_' . sanitize_title_with_dashes($form->name) . '_formidable_entries.csv';//Change the filename here
}
  return $filename;
}