Detection and early prediction of hypnagogium based on the EEG analysis is a very promising way how to deal with different states of vigilance. We are dealing with the EEG signal using different methodology mainly based on the spectral analysis such as Fourier transform, autoregressive models and also different kinds of filters. For the detection of hypnagogium we are using methods such as bayes classifier, nearest-neighbor and methods of neural networks. We are performing the analysis of EEG to recognize and classify the hypnagogium.