Developments in engineering techniques have concentrated on how to build better solu- tions for engineering structures in order to main the integrity and to reduce the costs in operations. Since the last two decades, advances in computational power have allowed machine learning algorithms to be applied as a powerful tool in anomaly detection problems, classification as well as in regression analysis. The objective of this study is to detect the damage using the vector auto regression model (VAR) coupled with support vector machines (SVM). A base excited three storey manufactured from an aluminium is investigated in a lab medium for various structural states. Accelerometers are fastened to the each corner of structure's f loor to collect time series data. Damage simulation scenarios in structure are per- formed by releasing the bolt load which cause the nonlinear effects. Once the sensors' meas- urements are collected for each state and organized to represent the appropriate scenario's label, they are processed in VAR model to obtain feature vectors such as residuals and VAR parameters. Then, SVM with optimal kernels are implemented on those features to classify and locate the damage. The results demonstrate that the VAR residuals shows a significant performance over VAR parameters once they are used as features in SVM technique. Moreo- ver, it is also found that detection performance rises as the number of damage increases.