Despite the popularity of physiological wearable sensors in sport activities to provide feedback on athletes' performance, understanding the factors influencing changes in athletes' physiological rhythms remains a challenge. Changes in physiological rhythms such as heart rate, breathing rate or galvanic skin response can be due to both physical exertion and psycho-emotional states. Separating the influence of physical exertion and psycho-emotional states in activities that involves both is complicated. As a result, the influence of psycho-emotional states is usually underestimated. In order to identify the specific influence of psycho-emotional states in physiological rhythm changes, 28 participants were asked to participate in a zipline activity, which involve little or no physical exertion while stimulating psycho-emotional states. By using nonlinear analyses, results show that specific changes in physiological rhythms can be associated with phases in ziplining, after which they can be related to emotional states felt during the activity. Regarding data analysis of wearable sensors, this paper presents a workflow to identify significant physiological patterns across multiple athletes performing the same outdoor activity.