How does evolutionalry theory explain the ability of some animals to change pelt/plumage with the seasons?
The same way it explains any other change within a lifetime: those which have the start of such an ability survive and reproduce better than those which do not. Most animals thicken and thin their fur with the seasons, a capability that has obvious survival advantages. All that is needed is for some kind of link to develop between this mechanism and the colour of the fur. If it has positive value, this link will be reinforced by natural selection.
