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If an experimentalist observes a sequence of emitted quantum states via either projective or positive-operator-valued measurements, the outcomes form a time series. Individual time series are realizations of a stochastic process over the measurements’ classical outcomes. We recently showed that, in general, the resulting stochastic process is highly complex in two specific senses: (i) it is inherently unpredictable to varying degrees that depend on measurement choice and (ii) optimal prediction requires using an infinite number of temporal features. Here, we identify the mechanism underlying this complicatedness as generator nonunifilarity—the degeneracy between sequences of generator states and sequences of measurement outcomes. This makes it possible to quantitatively explore the influence that measurement choice has on a quantum process’ degrees of randomness and structural complexity using recently introduced methods from ergodic theory. Progress in this, though, requires quantitative measures of structure and memory in observed time series. And, success requires accurate and efficient estimation algorithms that overcome the requirement to explicitly represent an infinite set of predictive features. We provide these metrics and associated algorithms, using them to design informationally-optimal measurements of open quantum dynamical systems.