Novel nonlinear dynamical analysis of the electroencephalogram (EEG) data recorded in steady state brain stimulation paradigms is provided. This is achieved based on some recent developments in the local predictability in phase space, which allows for the assessment of the degree of nonlineariry and uncertainty within the EEG data. Both the responses from the visual and auditory experiments are addressed, based on the auditory steady-state responses (ASSR) and steady-state visual evoked potentials (SSVEP). Simulation results show clear difference in the degree of nonlineariry and uncertainty between the segments of EEG data recorded before, during and after the stimulus. This provides a novel insight into the dynamics of the brain information processing mechanism captured in EEG.