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...3 to 5, whereas N is of the order of 1000). Every object has its own label L_i, i=1...N, that is known. For each of these objects I measure some property in time (let's say I measure it Q times in a given time interval), i.e. the i-th object has an associated file {t, y}, where t=(t_1,t_2....t_Q) and y=(y_1,y_2,...y_Q). My problem is then to come up with an algorithm that after learning on the training dataset, can guess the labels of a testing dataset. The difference with respect to the datamining I have done so far is that I do not have a set of properties for every object (e.g. age, s...