Spatially and temporally resolved aerosol data are essential for conducting air quality studies and assessing the health effects associated with exposure to air pollution. As these data are often expensive to acquire and time consuming to estimate, computationally efficient methods are desirable. When coarse-scale data or imagery are available, fine-scale data can be generated through downscaling methods. We developed an Artificial Neural Network Sequential Downscaling Method (ASDM) with Transfer Learning Enhancement (ASDMTE) to translate time-series data from coarse- to fine-scale while maintaining between-scale empirical associations as well as inherent within-scale correlations. Using assimilated aerosol optical depth (AOD) from the GEOS-5 Nature Run (G5NR) (2 years, daily, 7 km resolution) and Modern-Era Retrospective analysis for Research and Applications, Version 2 (MERRA-2) (20 years, daily, 50 km resolution), coupled with elevation (1 km resolution), we demonstrate the downscaling capability of ASDM and ASDMTE and compare their performances against a deep learning downscaling method, Super Resolution Deep Residual Network (SRDRN), and a traditional statistical downscaling framework called dissever ASDM/ASDMTE utilizes empirical between-scale associations, and accounts for within-scale temporal associations in the fine-scale data. In addition, within-scale temporal associations in the coarse-scale data are integrated into the ASDMTE model through the use of transfer learning to enhance downscaling performance. These features enable ASDM/ASDMTE to be trained on short periods of data yet achieve a good downscaling performance on a longer time-series. Among all the test sets, ASDM and ASDMTE had mean maximum image-wise R2 of 0.735 and 0.758, respectively, while SRDRN, dissever GAM and dissever LM had mean maximum image-wise R2 of 0.313, 0.106 and 0.095, respectively.