Abstract:Traffic prediction in data-scarce, cross-city settings is challenging due to complex nonlinear dynamics and domain shifts. Existing methods often fail to capture traffic's inherent chaotic nature for effective few-shot learning. We propose CAST-CKT, a novel Chaos-Aware Spatio-Temporal and Cross-City Knowledge Transfer framework. It employs an efficient chaotic analyser to quantify traffic predictability regimes, driving several key innovations: chaos-aware attention for regime-adaptive temporal modelling; adaptive topology learning for dynamic spatial dependencies; and chaotic consistency-based cross-city alignment for knowledge transfer. The framework also provides horizon-specific predictions with uncertainty quantification. Theoretical analysis shows improved generalisation bounds. Extensive experiments on four benchmarks in cross-city few-shot settings show CAST-CKT outperforms state-of-the-art methods by significant margins in MAE and RMSE, while offering interpretable regime analysis. Code is available at https://github.com/afofanah/CAST-CKT.