I. Introduction
With the advancement of neuroscience, brain signal data can be collected at a lower cost and with a higher signal-to-noise ratio. The data mining of brain signals has also received more and more attention from researchers. First, data mining of brain signals plays an important reference role for disease diagnosis (sleep disorders, mental illness, etc.) [1], [2]. Second, mining the potential connections between multi-channel brain signals has momentous implications for our understanding of brain function. Last but not least, mining brain signals is also a vital part of realizing brain-computer interface.