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Sleep Apnea is an anomaly in sleeping characterized by short pause in breathing. Failure to treat sleep apnea leads to fatal complications in both psychological and physiological being of human. Electroencephalogram (EEG) performs an important task in probing for sleep apnea through identifying and recording the brain’s activities while sleeping. In this study, computer aided detection of sleep apnea from EEG signals is developed to optimize and increase the prompt recognition and diagnosis of sleep apnea in patients. The time domain, wavelets, and frequency domain of the EEG signals were computed, and features were extracted from these domains. These features are inputted into two machine learning algorithms: Support Vector Machine and K-Nearest Neighbors of different kernel functions and orders. Evaluation metrics such as specificity, accuracy, and sensitivity are computed and analyzed for the classifiers. The KNN classifier outperforms the SVM in classifying apnea from non-apnea events in patients. The KNN order 3 shows the highest performance sensitivity of 85.92%, specificity of 80% and accuracy of 82.69%.