The core idea of this thesis is to reduce the workload of manual inspection when the performance analysis of an updated software is required. The Central Process- ing Unit (CPU) utilization, which is one of the essential factors for evaluating the performance, is analyzed. The purpose of this work is to apply machine learning techniques that are suitable for detecting the state of the CPU utilization and any changes in the test environment that affects the CPU utilization. The detection re- lies on a Markov switching model to identify structural changes, which are assumed to follow an unobserved Markov chain, in the time series data. A historical behav- ior of the data can be described by a first-order autoregression. Then, the Markov switching model becomes a Markov switching autoregressive model. Another ap- proach based on a non-parametric analysis, a distribution-free method that requires fewer assumptions, called an E-divisive method, is proposed. This method uses a hi- erarchical clustering algorithm to detect multiple change point locations in the time series data. As the data used in this analysis does not contain any ground truth, the evaluation of the methods is analyzed by generating simulated datasets with known states. Besides, these simulated datasets are used for studying and compar- ing between the Markov switching autoregressive model and the E-divisive method. Results show that the former method is preferable because of its better performance in detecting changes. Some information about the state of the CPU utilization are also obtained from performing the Markov switching model. The E-divisive method is proved to have less power in detecting changes and has a higher rate of missed detections. The results from applying the Markov switching autoregressive model to the real data are presented with interpretations and discussions.