Since recording first electroencephalogram (EEG) of human brain in 1929 until now it becomes as a powerful tool in neuroscience. At first information extraction was done by visionary approaches only. But because of some problems in the context of inaccuracy and also in analyzing data different methods were proposed in order to extract hidden information of EEG. Among these approaches Fourier transformation was suggested as a very useful method that could draw out so many characteristics of signal different frequency components. However this way had many faults that cause limitation in analyzing time series and as a result other methods have been considered. One method that later has been...