In this study neonatal EEG has been analysed with information theory, complexity, SVD-based and nonlinear dynamic systems theory, or chaos theory, approaches. The analysis has been carried out to determine, given the amount of extra time needed to generate the chaos theory results, if they are considerably better than their information theory, complexity and SVD-based counterparts. The results show that while the KY dimension gives comparable performance to the information theory approaches, its computation time is more than 1000 times greater. The effects of preprocessing are also analysed.