This text contains the exposition of linear and nonlinear methods for the analysis of the ECG, the R-R signal and other signals of interest in electrophysiology. In relation to nonlinear methods, ample space is dedicated to the study of the phase space and attractors, the nonlinearity of the ECG, the fractal dimension and innovative methodologies in the analysis of the R-R signal. The path that is followed is the methodological one of illustrating the principles and methods to follow when undertaking the study of a chaotic system. The study concludes with a brief exposition of the Detrended Fluctuation Analysis and multifractals.