You could use following formula in the calculated column.
=IF(OR([Change Status]="Triage in progress", [Change Status]="New", [Change Status]="Scoping & Planning", [Change Status]="Deployment & Implementation", [Change Status]="Hypercare & Adoption", [Change Status]="Backlog", [Change Status]="Reactivated"), "Active changes", "Non Active changes")
Result:
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