In this paper, we describe the results of a single subject study attempting at a better understanding of the subjective mental state during musical improvisation. In a first experiment, we setup an ecological paradigm measuring EEG on a musician in free improvised concerts with an audience, followed by retrospective rating of the mental state of the improviser. We introduce Subjective Temporal Resolution (STR), a retrospective rating assessing the instantaneous quantization of subjective timing of the improviser. We identified high and low STR states using Hidden Markov Models in two performances, and were able to decode those states using supervised learning on instantaneous EEG power spectrum, showing increases in theta and alpha power with high STR values. In a second experiment, we found an increase of theta and beta power when experimentally manipulating STR in a musical improvisation imagery experiment. These results are interpreted with respect to previous research on flow state in creativity, as well as with the temporal processing literature. We suggest that a component of the subjective state of musical improvisation may be reflected in an underlying mechanism related to the subjective quantization of time. We also demonstrate the feasibility of single case studies of musical improvisation using brain activity measurements and retrospective reports, by obtaining consistent results across multiple sessions.