Constructing activity budgets for marine animals when they are at sea and cannot be directly observed is challenging, but recent advances in bio-logging technology offer solutions to this problem. Accelerometers can potentially identify a wide range of behaviours for animals based on unique patterns of acceleration. However, when analysing data derived from accelerometers, there are many statistical techniques available which when applied to different data sets produce different classification accuracies. We investigated a selection of supervised machine learning methods for interpreting behavioural data from captive otariids (fur seals and sea lions). We conducted controlled experiments with 12 seals, where their behaviours were filmed while they were wearing 3-axis accelerometers. From video we identified 26 behaviours that could be grouped into one of four categories (foraging, resting, travelling and grooming) representing key behaviour states for wild seals. We used data from 10 seals to train four predictive classification models: stochastic gradient boosting (GBM), random forests, support vector machine using four different kernels and a baseline model: penalised logistic regression. We then took the best parameters from each model and cross-validated the results on the two seals unseen so far. We also investigated the influence of feature statistics (describing some characteristic of the seal), testing the models both with and without these. Cross-validation accuracies were lower than training accuracy, but the SVM with a polynomial kernel was still able to classify seal behaviour with high accuracy (>70%). Adding feature statistics improved accuracies across all models tested. Most categories of behaviour -resting, grooming and feeding-were all predicted with reasonable accuracy (52-81%) by the SVM while travelling was poorly categorised (31-41%). These results show that model selection is important when classifying behaviour and that by using animal characteristics we can strengthen the overall accuracy.