Where can I find an algorithm for human activity classification using thigh and shank sensors?
What you want to do can be called activity recognition or time-series classification. Almost all classification algorithms can be made to do this. A popular choice is to use a type of RNN (recurrent neural network) called a LSTM (long short-term memory). It is made to work with sequences and handles time series quite well. 

Here are some relevant readings that might get you started:

Activity recognition tutorial using RNN models

Similar tutorial using various models