Sequences of time series data with only 1 output classification So I'm facing a problem where I have a sequence (30h of data with 10sec intervals) and which is labeled to a class (3 different classes) for the whole sequence. I'm used to work with time series who have an output for each time sample in the sequence and now I'm block with this.

So far I have thought of performing a statistical study of the sequence and create a dataset where each row contains the results of that study from a sequence and the target. This way I'll have a dataset with a Y for each X (but I'll lose a lot of information from the sequences)

I come here to see if any of you have faced a similar problem before or if you have any ideas of how to approach this.
With only one output, there is no task for a supervised learning algorithm for classification. Your algorithm can only predict your only one class, you do not give any other situations of other classes for your algorithm to work on; a classification algorithm will need at least two classes. I have strong experience with time-series learning problems, but it seems that your problem has nothing to do with whether your data is time-series.

However, depending on your task, you can implement unsupervised learning which does not require any labels. You can seperate your data into clusters which have similar properties as time-windows. Then you can predict with new (or test) samples that which cluster should it be from, what it is alike.