Human improvisational acts contain an innate individuality, derived from one’s experiences based on epochal and cultural backgrounds. Musical improvisation, much like spontaneous speech, reveals intricate facets of the improviser’s state of mind and emotional character. However, the specific musical components that reveal such individuality remain largely unexplored. Within the framework of human statistical learning and predictive processing, this study examined the temporal dynamics of uncertainty and surprise (prediction error) in a piece of musical improvisation. This cognitive process reconciles the raw auditory cues, such as melody and rhythm, with the musical predictive models shaped by its prior experiences. This study employed the Hierarchical Bayesian Statistical Learning (HBSL) model to analyze a corpus of 456 Jazz improvisations, spanning 1905 to 2009, from 78 distinct Jazz musicians. The results indicated distinctive temporal patterns of surprise and uncertainty, especially in pitch and pitch-rhythm sequences, revealing era-specific features from the early 20th to the 21st centuries. Conversely, rhythm sequences exhibited a consistent degree of uncertainty across eras. Further, the acoustic properties remain unchanged across different periods. These findings highlight the importance of how temporal dynamics of surprise and uncertainty in improvisational music change over periods, profoundly influencing the distinctive methodologies artists adopt for improvisation in each era. Further, it is suggested that the development of improvisational music can be attributed to the adaptive statistical learning mechanisms. This study explores the period-specific characteristics in the temporal dynamics of improvisational music, emphasizing how artists adapt their methods to resonate with the cultural and emotional contexts of their times. Such shifts in improvisational ways offer a window into understanding how artists intuitively respond and adapt their craft to resonate with the cultural zeitgeist and the emotional landscapes of their respective times.