What is the relation between melancholy and nostalgia?

I am an artist who often times feel intense emotions toward certain moments or periods from my past. Even if during the time they seemed bad, I feel them in an indescribable way… I just don’t know how to explain it. I am a romantic, I guess?

Anyways, I am trying to understand why I feel what I feel and just have fun with it. I came upon nostalgia, which seems like a very simple way of describing how I am/feel.

Then, I came upon melancholy. When nostalgia and melancholy mixed together, it seems like how I feel.

Can you work with these two words, and maybe relate them in some way?