We describe nonlinear deterministic versus stochastic methodology, their ap
plications to EEG research and the neurophysiological background underlying
both approaches. Nonlinear methods are based on the concept of attractors
in phase space. This concept on the one hand incorporates the idea of an au
tonomous (stationary) system, on the other hand implicates the investigatio
n of a long time evolution. It is an unresolved problem in nonlinear EEG re
search that nonlinear methods per se give no feedback about the stationarit
y aspect. Hence, we introduce a combined strategy utilizing both stochastic
and nonlinear deterministic methods. We propose, in a first step to segmen
t the EEG time series into piecewise quasi-stationary epochs by means of no
nparametric change point analysis. Subsequently, nonlinear measures can be
estimated with higher confidence for the segmented epochs fullfilling the s
tationarity condition.