Classification of time series as early as possible is a most sought after goal. Indeed, in many application domains, the earliest the decision, the more rewarding it can be. Yet, often, gathering more information allows one to get a better decision. The optimization of this time vs. accuracy tradeoff must generally be solved online and is a complex problem.This paper presents a formal criterion that expresses this trade-off in all generality together with a generic sequential meta algorithm to solve it. This meta algorithm is interesting in two ways.