<p>Physiological data measured from a human or animal subject is analysed to classify the physiological state of the human or animal subject. The following computer-implemented steps are performed. An autoregressive analysis of the physiological data is performed. This derives an autoregressive model fitting the physiological data and derives the probability density function of the residual error between the physiological data and the derived autoregressive model. The probability density function being represented by parameters of aweighted sum of Gaussian functions or other functions in the exponential family. A measure describing the shape of the probability density function is calculated. The physiological state of the human or animal subject is classified, for example as one of a plurality of predetermined physiological states, on the basis of at least the measure describing the shape of the probability density function. The analysis has the advantages of being fast and robust.</p>
