The new method is proposed to monitor the level of current physical load and accumulated fatigue by several objective and subjective characteristics. It was applied to the dataset targeted to estimate the physical load and fatigue by several statistical and machine learning methods. The data from peripheral sensors (accelerometer, GPS, gyroscope, magnetometer) and brain-computing interface (electroencephalography) were collected, integrated, and analyzed by several statistical and machine learning methods (moment analysis, cluster analysis, principal component analysis, etc.). The hypothesis 1 was presented and proved that physical activity can be classified not only by objective parameters, but by subjective parameters also. The hypothesis 2 (experienced physical load and subsequent restoration as fatigue level can be estimated quantitatively and distinctive patterns can be recognized) was presented and some ways to prove it were demonstrated. Several "physical load" and "fatigue" metrics were proposed. The results presented allow to extend application of the machine learning methods for characterization of complex human activity patterns (for example, to estimate their actual physical load and fatigue, and give cautions and advice).