!--> Attention conservation notice: 2500+ words on estimating how quickly time series forget their own history. Only of interest if you care about the intersection of stochastic processes and statistical learning theory. Full of jargon, equations, log-rolling and self-promotion, yet utterly abstract. I promised to say something about the content of Daniel's thesis, so let me talk about two of his papers, which go into chapter 4; there is a short conference version and a long journal...