Most of the techniques and algorithms used for other applications such as communication, acoustics, and different biomedical engineering modalities can be extended to brain signal analysis. Spatial or temporal resolution limitation and the effect of noise and artifacts in the brain signals can be mitigated by processing of multichannel and/or multi-modal (such as joint EEG-fMRI) data using appropriate algorithms. Here, we may look at very recent techniques developed for analysis (noise and artifact removal, dynamics, source detection, localization, and tracking, prediction, etc.) of brain signals, and discuss various directions for future research.