Many scientific prediction problems have spatiotemporal data- and modeling-related challenges in handling complex variations in space and time using only sparse and unevenly distributed observations. This paper presents a novel deep learning architecture, Deep learning predictions for LocATion-dependent Time-sEries data (DeepLATTE), that explicitly incorporates theories of spatial statistics into neural networks to address these challenges. In addition to a feature selection module and a spatiotemporal learning module, DeepLATTE contains an autocorrelation-guided semi-supervised learning strategy to enforce both local autocorrelation patterns and global autocorrelation trends of the predictions in the learned spatiotemporal embedding space to be consistent with the observed data, overcoming the limitation of sparse and unevenly distributed observations. During the training process, both supervised and semi-supervised losses guide the updates of the entire network to: 1) prevent overfitting, 2) refine feature selection, 3) learn useful spatiotemporal representations, and 4) improve overall prediction. We conduct a demonstration of DeepLATTE using publicly available data for an important public health topic, air quality prediction, in a well-studied, complex physical environment - Los Angeles. The experiment demonstrates that the proposed approach provides accurate fine-spatial-scale air quality predictions and reveals the critical environmental factors affecting the results.