From the beginning, machine learning methodology, which is the origin of artificial intelligence, has been rapidly spreading in the different research communities with successful outcomes. This chapter aims to introduce for system analysers and designers a comparatively new statistical supervised machine learning algorithm called support vector machine (SVM). We explain two useful areas of SVM, that is, classification and regression, with basic mathematical formulation and simple demonstration to make easy the understanding of SVM. Prospects and challenges of future research in this emerging area are also described. Future research of SVM will provide improved and quality access to the users. Therefore, developing an automated SVM system with state-of-the-art technologies is of paramount importance, and hence, this chapter will link up an important step in the system analysis and design perspective to this evolving research arena.