Accurate and detailed measurement of an individual’s physical activity is a key requirement for helping researchers understand the relationship between physical activity and health. Accelerometers have become the method of choice for measuring physical activity due to their small size, low cost, convenience and their ability to provide objective information about physical activity. However, interpreting accelerometer data once it has been collected can be challenging. In this work, we applied machine learning algorithms to the task of physical activity recognition from triaxial accelerometer data. We employed a simple but effective approach of dividing the accelerometer data into short non-overlapping windows, converting each window into a feature vector, and treating each feature vector as an i.i.d training instance for a supervised learning algorithm. In addition, we improved on this simple approach with a multi-scale ensemble method that did not need to commit to a single window size and was able to leverage the fact that physical activities produced time series with repetitive patterns and discriminative features for physical activity occurred at different temporal scales.