In this paper, we address a classification task under a timesensitive setting, in which the amount of observation required to make a prediction is viewed as a practical cost. Such a setting is intrinsic in many systems where the potential reward of the action against the predicted event depends on the response time, e.g., surveillance/warning and diagnostic applications. Meanwhile, predictions are usually less reliable when based on fewer observations, i.e., there exists a trade-off between such temporal cost and the accuracy. We address the task as a classification of subsequences in a time series. The goal is to predict the occurrences of events from subsequent observations and to learn when to commit to the prediction considering the trade-off. We propose an ensemble of classifiers which respectively makes predictions based on subsequences of different lengths. The prediction of the ensemble is given by the earliest confident prediction among the individual classifiers. We propose a cutting-plane algorithm for jointly training an ensemble of linear classifiers considering their temporal dependence. We compare the proposed algorithm against conventional approaches over a collection of behavioral trajectory data.