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.