With the rapid development of industry, the risks factories face are increasing. Therefore, the anomaly detection algorithms deployed in factories need to have high accuracy, and they need to be able to promptly discover and locate the specific equipment causing the anomaly to restore the regular operation of the abnormal equipment. However, the neural network models currently deployed in factories cannot effectively capture both temporal features within dimensions and relationship features between dimensions; some algorithms that consider both types of features lack interpretability. Therefore, we propose a high-precision, interpretable anomaly detection algorithm based on variational autoencoder (VAE). We use a multi-scale local weight-sharing convolutional neural network structure to fully extract the temporal features within each dimension of the multi-dimensional time series. Then, we model the features from various aspects through multiple attention heads, extracting the relationship features between dimensions. We map the attention output results to the latent space distribution of the VAE and propose an optimization method to improve the reconstruction performance of the VAE, detecting anomalies through reconstruction errors. Regarding anomaly interpretability, we utilize the VAE probability distribution characteristics, decompose the obtained joint probability density into conditional probabilities on each dimension, and calculate the anomaly score, which provides helpful value for technicians. Experimental results show that our algorithm performed best in terms of F1 score and AUC value. The AUC value for anomaly detection is 0.982, and the F1 score is 0.905, which is 4% higher than the best-performing baseline algorithm, Transformer with a Discriminator for Anomaly Detection (TDAD). It also provides accurate anomaly interpretation capability.