As an instructor I get asked all manner of questions during class from students who are freaked out, over-worked and focused only 50% of the time. One recently asked, "Is there any method to the madness with when to expect a change request?" My response, "Actually, there is!"
I like to explain this based on the process groups. In initiating, there are no change requests as outputs. In planning, it only happens once and that is in Plan Procurements. I guess going outside of the company for goods and services is so important you must track it from the beginning.
In executing I think of these as "proactive" change requests. There are 8 processes here and change requests are an output in the last or only process in the knowledge groups, except for Manage Communications.
Monitoring and Controlling is considered reactive, at least by me, and they occur everywhere except Perform Integrated Change Control. Why? All change requests go there as an input. Closing has no change requests because you're shutting it down, Jackie Brown!
I hope this was helpful. If you can't remember where they are outputs perhaps you can remember where they aren't, which is almost as good!