This work proposes a methodology for sleep stage classification based on two main approaches: the combination of features extracted from electroencephalogram (EEG) signal by different extraction methods, and the use of stacked sequential learning to incorporate predicted information from nearby sleep stages in the final classifier. The feature extraction methods used in this work include three representative ways of extracting information from EEG signals: Hjorth features, wavelet transformation and symbolic representation. Feature selection was then used to evaluate the relevance of individual features from this set of methods. Stacked sequential learning uses a second-layer classifier to improve the classification by using previous and posterior first-layer predicted stages as additional features providing information to the model. Results show that both approaches enhance the sleep stage classification accuracy rate, thus leading to a closer approximation to the experts' opinion.