An analytical measurement system includes a sample holder, a temperature changing device for changing the temperature of a sample on the sample holder, and a measurement device for detecting a change in the sample such as a phase change. The sample holder can be a micro sample holder including a support member having an aperture, a membrane spanning the aperture, and a backing layer attached to a backside of the membrane. The temperature changing device can be a laser directed at the backside of the sample holder or an electrical resistive heater on the sample holder. The measurement device senses changes in the sample such as the film stress, viscosity, or surface reflectivity, by measuring changes in scattered light, reflected light, emitted light, or electrical resistance.