There are a number of different quantitative models that can be used in a medical diagnostic decision support system including parametric methods, non-parametric methods and several neural network models. Unfortunately, there is no theory available to guide model selection. The aim of this study is to evaluate the diagnostic accuracy of the recurrent neural networks (RNNs) employing Lyapunov exponents trained with Levenberg-Marquardt algorithm on the electroencephalogram (EEG) signals. An approach based on the consideration that the EEG signals are chaotic signals was used in developing a reliable classification method for electroencephalographic changes. This consideration was tested successfully using the non-linear dynamics tools, like the computation of Lyapunov exponents. We explored the ability of designed and trained Elman RNNs, combined with the Lyapunov exponents, to discriminate the EEG signals (EEG signals recorded from healthy volunteers with eyes open, epilepsy patients in the epileptogenic zone during a seizure-free interval, and epilepsy patients during epileptic seizures). The RNNs achieved accuracy rates which were higher than that of the feedforward neural network models. The obtained results demonstrated that the proposed RNNs employing the Lyapunov exponents can be useful in analyzing long-term EEG signals for early detection of the electroencephalographic changes. (c) 2005 Elsevier Ltd. All rights reserved.