EEG analysis is exploiting mathematical signal analysis methods and computer technology to extract information from electroencephalography (EEG) signals. The targets of EEG analysis are to help researchers gain a better understanding of the brain; assist physicians in diagnosis and treatment choices; and to boost brain-computer interface (BCI) technology. There are many ways to roughly categorize EEG analysis methods. If a mathematical model is exploited to fit the sampled EEG signals, the method can be categorized as parametric, otherwise, it is a non-parametric method. Traditionally, most EEG analysis methods fall into four categories: time domain, frequency domain, time-frequency domain, and nonlinear methods. There are also later methods including deep neural networks (DNNs). Frequency domain analysis, also known as spectral analysis, is the most conventional yet one of the most powerful and standard methods for EEG analysis. It gives insight into information contained in the frequency domain of EEG waveforms by adopting statistical and Fourier Transform methods. Among all the spectral methods, power spectral analysis is the most commonly used, since the power spectrum reflects the 'frequency content' of the signal or the distribution of signal power over frequency. There are two important methods for time domain EEG analysis: Linear Prediction and Component Analysis. Generally, Linear Prediction gives the estimated value equal to a linear combination of the past output value with the present and past input value. And Component Analysis is an unsupervised method in which the data set is mapped to a feature set. Notably, the parameters in time domain methods are entirely based on time, but they can also be extracted from statistical moments of the power spectrum. As a result, time domain method builds a bridge between physical time interpretation and conventional spectral analysis. Besides, time domain methods offer a way to on-line measurement of basic signal properties by means of a time-based calculation, which requires less complex equipment compared to conventional frequency analysis.

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