1. A method for extracting information from an observed electrophysiological signal from a subject in order to evaluate the level of depression of the ANS (Autonomous Nervous System) of said subject with a processor, said method comprising: a) acquiring at least two reference signals, said at least two reference signals corresponding to two distinct ANS states obtained from a one or more reference subject or subjects; b) selecting a transformation function which, when applied to one of said at least two reference signals, yields a set of coefficients; c) selecting a statistical function which, when applied to said set of coefficients derived from one of said at least two reference signals, or a subset of said set of coefficients, yields a reference data set which characterizes the distinct ANS state corresponding to said one of at least two reference signals; d) applying said transformation and statistical function to said at least two reference signals to produce reference data sets which distinguish between the distinct ANS state(s) corresponding to said reference signals; e) observing electrophysiological activity of said subject to produce said observed electrophysiological signal; f) applying said transformation and statistical function to said observed electrophysiological signal to produce an observed data set; g) comparing the observed data set to one or more of said reference data sets; and h) computing with the processor a numerical value or values representative of said level of depression of the ANS of said subject which results from said comparison; wherein said at least two reference signals correspond to distinct ANS states which are two extreme states.