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With the speeding up of social activities, rapid changes in lifestyles, and an increase in the pressure in professional fields, people are suffering from several types of sleep‐related disorders. It is a very tedious task for clinicians to monitor the entire sleep durations of the subjects and analyse the sleep staging in traditional and manual laboratory environmental methods. For the purpose of accurate diagnosis of different sleep disorders, we have considered the automated analysis of sleep epochs, which were collected from the subjects during sleep time. The complete process of an automated approach of sleep stages’ classification is majorly executed through four steps: pre‐processing the raw signals, feature extraction, feature selection, and classification. In this study, we have extracted 12 statistical properties from input signals. The proposed models are tested in three different combinations of features sets. In the …