To have a superior generalization, a deep learning neural network often involves a large size of training sample. With increase of hidden layers in order to increase learning ability, neural network has potential degradation in accuracy. Both could seriously limit applicability of deep learning in some domains particularly involving predictions of continuous variables with a small size of samples. Inspired by residual convolutional neural network in computer vision and recent findings of crucial shortcuts in the brains in neuroscience, we propose an autoencoder-based residual deep network for robust prediction. In a nested way, we leverage shortcut connections to implement residual mapping with a balanced structure for efficient propagation of error signals. The novel method is demonstrated by multiple datasets, imputation of high spatiotemporal resolution non-randomness missing values of aerosol optical depth, and spatiotemporal estimation of fine particulate matter <2.5 \mu m, achieving the cutting edge of accuracy and efficiency. Our approach is also a general-purpose regression learner to be applicable in diverse domains.
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