Spontaneous EEG of 21 healthy human subjects obtained by standard procedure of recording is analysed using non-linear prediction methods to check whether the signals were generated by a non-linear dynamics process or by a linear stochastic process. The test for non-linearity is performed by surrogate data method with non-linear prediction error as the test statistic. The null hypothesis that EEG signal (in rest, with eyes closed) is generated by linear stochastic process can be rejected in 17 cases (5%) out of the 336 (21 subjects, 16 channels) studied epochs. However, most of these rejections concern 3 subjects. The 88% of rejections of the null hypothesis concern frontal channels. The null hypothesis is not rejected for epochs recorded with eyes open and during photostimulation.