1. A direct neural interface system comprising: signal acquisition means for acquiring electrophysiological signals representative of a neuronal activity of a subject's brain (B); preprocessing means (PPM) for conditioning, digitizing and preprocessing said electrophysiological signals; processing means (PM) for processing the digitized and preprocessed electrophysiological signals and for generating command signals as a function thereof; and output means for outputting said command signals; wherein said processing means are configured to: representing the electrophysiological signals acquired over an observation time window in the form of a N-way data tensor, N being greater or equal to two; and generating command signals corresponding to said observation time window by applying a multi-way regression model over said data tensor.