1. A direct neural interface system comprising: signal acquisition mechanism configured for acquiring electrophysiological signals representative of a neuronal activity of a subject's brain (B); preprocessor (PPM) for conditioning, digitizing and preprocessing said electrophysiological signals; processor configured (PM) for processing the digitized and preprocessed electrophysiological signals and for generating command signals as a function thereof; and output for outputting said command signals configured for driving an external device; wherein said preprocessor and said processor are configured for: generating a N-way data tensor representing the electrophysiological signals acquired over an observation time window, N being greater or equal to two; and generating said command signals configured for driving the external device, wherein said command signals correspond to said observation time window by applying a multi-way regression model over said data tensor, and wherein said processor is configured for generating an output signal corresponding to said observation time window by applying a multi-way partial least square—or NPLS—regression model to said data tensor, which allows better utilization of available information and avoids the need for human intervention for associating electrophysiological activity to intended or motor action.