The dynamical properties of electroencephalogram ͑EEG͒ segments have recently been analyzed by Andrzejak and co-workers for different recording regions and for different brain states, using the nonlinear prediction error and an estimate of the correlation dimension. In this paper, we further investigate the nonlinear properties of the EEG signals using two established nonlinear analysis methods, and introduce a "delay vector variance" ͑DVV͒ method for better characterizing a time series. The

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... posed DVV method is shown to enable a comprehensive characterization of the time series, allowing for a much improved classification of signal modes. This way, the analysis of Andrzejak and co-workers can be extended toward classification of different brain states. The obtained results comply with those described by Andrzejak et al., and provide complementary indications of nonlinearity in the signals.