Due to the high utilization of the Session Initiation Protocol (SIP) in the signaling of cellular networks and voice over IP multimedia systems, the avoidance of security vulnerabilities in SIP systems is a major aspect to assure that the operators can reach satisfactory readiness levels of service. This work is focused on the detection and prediction of abnormal signaling SIP dialogs as they evolve. Abnormal dialogs include two classes: the ones observed so far and thus labeled as abnormal and already known, but also the unknown ones, i.e., specific sequences of SIP messages there were never observed before. Taking advantage of recent advances in deep learning, we use Long Short-Term Memory (LSTM) recurrent neural networks (RNNs) to detect and predict dialogs already observed before. Additionally, and based on the outputs of the LSTM neural network, we propose two different classifiers capable of identifying unknown SIP dialogs, given the high level of vulnerability they may represent for the SIP operation. The proposed approaches achieve higher SIP dialogs detection scores in a shorter time when compared to a reference probabilisticbased approach. Moreover, the proposed detectors of unknown SIP dialogs achieve a detection probability above 94%, indicating its capability to detect a significant number of unknown SIP dialogs in a short amount of time.