The link between different psychophysiological measures during emotion episodes is not well understood. To analyse the functional relationship between electroencephalography (EEG) and facial electromyography (EMG), we apply historical function-on-function regression models to EEG and EMG data that were simultaneously recorded from 24 participants while they were playing a computerised gambling task. Given the complexity of the data structure for this application, we extend simple functional historical models to models including random historical effects, factor-specific historical effects, and factor-specific random historical effects. Estimation is conducted by a component-wise gradient boosting algorithm, which scales well to large data sets and complex models.