Story highlights Deposed Yemeni President Abdu Rabu Mansour Hadi escaped home at 4 a.m. Saturday, adviser says

Hadi, who resigned last month under rebel pressure, expected to withdraw resignation this weekend

Houthis arrest their own guards as part of investigation, as well as two Hadi associates, officials say

Sanaa, Yemen (CNN) Deposed Yemeni President Abdu Rabu Mansour Hadi escaped house arrest in the country's capital early Saturday and fled to the southern province of Aden, where he is expected to withdraw his resignation in a televised speech in the next 24 hours, two of his advisers said.

Hadi, who had been under house arrest since he resigned under pressure from Houthi rebels in the capital, Sanaa, last month, fled with the help of forces loyal to him at about 4 a.m., one of his advisers said on condition of anonymity.

A senior Houthi official confirmed Hadi's escape. Houthis are working to capture him in Aden, said that official, also speaking on condition of anonymity.

Later Saturday, the news network Al Jazeera reported it received a paper statement from Hadi in Aden -- a statement in which he effectively declared himself to still be President.

According to Al Jazeera, Hadi said all political decisions made since September 21 -- the start of what he called a Houthi coup -- are invalid. That would include his under-pressure resignation.

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