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This paper proposes a new hybrid model for classifying stress states using EEG signals, combining multi-domain transfer entropy (TrEn) with a two-dimensional PCANet (2D-PCANet) approach. The aim is to create an automated system for identifying stress levels, which is crucial for early intervention and mental health management. A major challenge in this field lies in extracting meaningful emotional information from the complex patterns observed in EEG. Our model addresses this by initially applying independent component analysis (ICA) to purify the EEG signals, enhancing the clarity for further analysis. We then leverage the adaptability of the fractional Fourier transform (FrFT) to represent the EEG data in time, frequency, and time–frequency domains. This multi-domain representation allows for a more nuanced understanding of the brain's activity in response to stress. The subsequent stage involves the deployment of a two-layer 2D-PCANet network designed to autonomously distill EEG features associated with stress. These features are then classified by a support vector machine (SVM) to determine the stress state. Moreover, stress induction and data acquisition experiments are designed. We employed two distinct tasks known to trigger stress responses. Other stress-inducing elements that enhance the stress response were included in the experimental design, such as time limits and performance feedback. The EEG data collected from 15 participants were retained. The proposed algorithm achieves an average accuracy of over 92% on this self-collected dataset, enabling stress state detection under different task-induced conditions. [ABSTRACT FROM AUTHOR]