We analyzed time series generated by 20 schizophrenic patients and 20 sex- and age-matched control subjects using three nonlinear methods of time series analysis as test statistics: central tendency measure (CTM) from the scatter plots of first differences of data, approximate entropy (ApEn), and Lempel-Ziv (LZ) complexity. We divided our data into a training set (10 patients and 10 control subjects) and a test set (10 patients and 10 control subjects). The training set was used for algorithm development and optimum threshold selection. Each method was assessed prospectively using the test dataset. We obtained 80\% sensitivity and 90\% specificity with LZ complexity, 90\% sensitivity, and 60\% specificity with ApEn, and 70\% sensitivity and 70\% specificity with CTM. Our results indicate that there exist differences in the ability to generate random time series between schizophrenic subjects and controls, as estimated by the CTM, ApEn, and LZ. This finding agrees with most previous results showing that schizophrenic patients are characterized by less complex neurobehavioral and neuropsychologic measurements.