When working with the SVR and NN on El Nino anomalies index forecast, I noticed that 36 months training samples was optimal, longer durations would not better the accuracy often lowers it, and shorter same.

I have seen this short term memory for the stock market signals as well.

But my main wonder is: if there is such a memory where is the structure that maintains it e.g. materials with shape memory or actual digital memory systems or human neuronal memory all have a structure that processes that memory and maintains it, but where is the atmospheric memory system? and what is it comprised off?


PS. Paul would this qualify as crackpot science?