Epilepsy is a serious chronic neurological disorder and it can be detected by analyzing an Electroencephalogram acquired from non-invasive methods. Different strategies have been used for the identification of frequencies in EEG signals and the detection of an epileptic seizure, and also for the analysis in the time domain. This paper presents a comparative review of three of the most widely used methods for the analysis of EEG signals in the time and frequency domain: Fourier Transform, Wavelet Transform, and Hilbert Huang Transform. The results presented are obtained from real databases of patients diagnosed with epilepsy.