Efficient and robust fault detection and diagnosis (FDD) can potentially play an important role in developing building management systems (EMS) for high performance buildings. Our research indicates that, in comparison to traditional model-based or data-driven methods, the combination of time series modeling and machine learning techniques produces higher accuracy and lower false alarm rates in FDD for chillers. In this paper, we study a hybrid method incorporating auto-regressive model with exogenous variables (ARX) and support vector machines (SVM). A high dimensional parameter space is constructed by the ARX model and SVM sub-divides the parameter space with hyper-planes, enabling fault classification. Experimental results demonstrate the superiority of our method over conventional approaches with higher prediction accuracy and lower false alarm rates. (C) 2014 Elsevier B.V. All rights reserved.