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Due to the non-stationary problem across long-distance time steps, previous studies primarily adopt stationarization method to attenuate the non-stationary problem of the original series for better predictability. However, existing methods always adopt the stationarized series, which ignores the inherent non-stationarity, and has difficulty in modeling MTS with complex distributions due to the lack of stochasticity. To tackle these problems, we first develop a powerful hierarchical probabilistic generative module to consider the non-stationarity and stochastic characteristics within MTS, and then combine it with transformer for a well-defined variational generative dynamic model named Hierarchical Time series Variational Transformer (HTV-Trans), which recovers the intrinsic non-stationary information into temporal dependencies. Being a powerful probabilistic model, HTV-Trans is utilized to learn expressive representations of MTS and applied to forecasting tasks. 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