We investigated the temporal dynamics of students' cognitive-affective states (confusion, frustration, boredom, engagement/flow, delight, and surprise) during deep learning activities. After a learning session with an intelligent tutoring system with conversational dialogue, the cognitive-affective states of the learner were classified by the learner, a peer, and two trained judges at approximately 100 points in the tutorial session. Decay rates for the cognitive-affective states were estimated by fitting exponential curves to time series of affect responses. The results partially confirmed predictions of goal-appraisal theories of emotion by supporting a tripartite classification of the states along a temporal dimension: persistent states (boredom, engagement/flow, and confusion), transitory states (delight and surprise), and an intermediate state (frustration). Patterns of decay rates were generally consistent across affect judges, except that a reversed actor-observer effect was discovered for engagement/flow and frustration. Correlations between decay rates of the cognitive-affective states and several learning measures confirmed the major predictions and uncovered some novel findings that have implications for theories of pedagogy that integrate cognition and affect during deep learning.