The level of sedation in patients undergoing medical procedures evolves continuously, affected by the interaction between the effect of the anesthetic and analgesic agents and the pain stimuli. The monitors of depth of anesthesia, based on the analysis of the electroencephalogram (EEG), have been progressively introduced into the daily practice to provide additional information about the state of the patient. However, the quantification of analgesia still remains an open problem. The purpose of this work is to improve the prediction of nociceptive responses with linear and non-linear measures calculated from EEG signal filtered in frequency bands higher than the traditional bands. Power spectral density and auto-mutual information function was applied in order to predict the presence or absence of the nociceptive responses to different stimuli during sedation in endoscopy procedure. The proposed measures exhibit better performances than the bispectral index (BIS). Values of prediction probability of P-k above 0.75 and percentages of sensitivity and specificity above 70% were achieved combining EEG measures from the traditional frequency bands and higher frequency bands.