In recent years, lithium-ion batteries (LIB) have been used widely in portable electronic devices because of their advantages of durability, stability, high-capacity, low-cost, light-weight and smallscale. It makes LIB also deployed in various complex systems, in which efficient prediction of battery data, especially state-of-health (SoH), becomes crucial to ensure that the systems work stably without risks of power interruptions. With the recent improvement of Artificial Intelligence (AI) technologies, many works have been reported using deep learning (DL) models to investigate this problem, since such models can potentially increase their performance with more training data. This is also our direction in this research, which introduces a novel data-driven approach so-called Autoregression Nested Sequence (ARNS). On one hand, we come up with a nested sequence model to efficiently aggregate channel-wise and cycle-wise information, both of which are closely related to the operations of LIB. On the other hand, we incorporate relaxation effects into the model operations to handle peak prediction. To the best of our knowledge, ARNS is the first sophisticated deep learning model that combines all those features into a whole predictive system. The experimental results obtained using the NASA and CALCE datasets confirm significant improvement of ARNS, especially when dealing with peak periods in different SoH of multiple cycles.