When eyes closed, the amplitude of the signal decreased significantly. It has a great difference with the signal that generated when eyes are open.
And when eyes are open, the beta wave which mainly distributes around 20Hz appears, together with some other higher components.
In the beginning, I was guessing the widely distributed signals are noise, they look like white noise or 1/f noise. After deep investigation, I confirmed that it's EEG signal, and mainly is the beta wave.
And happily, I got to know a guy that is currently pursuing his master's degree in a university in Canada, he is studying the method of detect epilepsy evidence in EEG wave. He is using wavelet to extract some specific wave from the signal. He would be a great help to my project.