Simply, Nonlinear dynamics theory means the complicated and noise-like phenomena originated form nonlinearity involved in deterministic dynamical system. An almost all the natural signals have nonlinear property. However, there exist few analysis software tool or package for a research and development of applications. We develop nonlinear time series analysis simulator is to provide a common and useful tool for this purpose and to promote research and development of nonlinear dynamics theory. This simulator is consists of the following four modules such as generation module, preprocessing module, analysis module and ICA module. In this paper, we applied to Electroencephalograph (EEG), as it turned out, our simulator is able to analyze nonlinear time series. Besides, we could get the useful results using the various parameters. These results are used to diagnostic the brain diseases.