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In this paper, we examined methods for analysing EEG (electroencephalogram) signals by listening some instrumental Turkish Traditional Music Modes. Investigations of the mutual interaction between EEG and music were employed via nonlinear signal analysis. For this aim, we calculated Correlation Dimension (CD) and Lyapunov Exponents (LE) of EEG signals taken from three subjects. Further, surrogate analysis and high order spectral analysis were implemented. Thus, we tried to obtain the experimental results from the beginnings works about psychological and physiological treatment by suitable musical modes.