The method for analyzing physical activity of a subject comprises: -) measuring at least one of body movement or posture of the subject using at least one sensor; -) defining a plurality of physical activity time series based on at least one of the measured body movement or posture; -) characterizing the plurality of physical activity time series based on at least one of fractal analysis or symbolic dynamic statistics to obtain a plurality of non-linear physical activity metrics; and -) comparing the non-linear physical activity metrics for the subject to non-linear physical activity metrics previously obtained for one or more other subjects.