HieraNTP: Structured Risk Representations for Time-Series Anomaly Detection via Hierarchical Next-Token Prediction

Time-series anomaly detection commonly converts deviations from learned temporal regularities into anomaly scores. This practice can conflate violations of temporal regularity with task-specific anomaly judgments: the same deviation may be anomalous under one task definition and benign under another. Aggregating heterogeneous deviations into a single score before task-specific adaptation can obscure the evidence needed to distinguish these cases. We introduce HieraNTP, a Hierarchical Next-Token Prediction framework that separates self-supervised predictive modeling from task-specific risk interpretation. HieraNTP pretrains a hierarchical tokenizer and a causal next-token predictor to capture temporal regularities at multiple scales. It then organizes prediction discrepancies into a structured risk representation, preserving complementary evidence across temporal scales in token, local-statistic, and observation spaces. A task-adaptive detector uses anomaly labels to select and combine this evidence for the target task. Across anomaly detection benchmarks, HieraNTP improves VUS-PR by 12.0% on TSB-AD-U and 15.5% on TSB-AD-M relative to the strongest baselines, and achieves the highest composite score on both TAB tracks, with controlled comparisons supporting the value of retaining distinct evidence. Our code is available at https://github.com/blisky-li/HieraNTP.