In this study, a novel multidimensional time series classification technique, namely support feature machine (SFM), is proposed. SFM is inspired by the optimization model of support vector machine and the nearest neighbor rule to incorporate both spatial and temporal of the multi-dimensional time series data. This paper also describes an application of SFM for detecting abnormal brain activity. Epilepsy is a case in point in this study. In epilepsy studies, electroencephalograms (EEGs), acquired in multidimensional time series format, have been traditionally used as a gold-standard tool for capturing the electrical changes in the brain. From multi-dimensional EEG time series data, SFM was used to identify seizure pre-cursors and detect seizure susceptibility (pre-seizure) periods. The empirical results showed that SFM achieved over 80% correct classification of per-seizure EEG on average in 10 patients using 5-fold cross validation. The proposed optimization model of SFM is very compact and scalable, and can be implemented as an online algorithm. The outcome of this study suggests that it is possible to construct a computerized algorithm used to detect seizure pre-cursors and warn of impending seizures through EEG classification.