It started today and happened twice, my iPhone turns itself off even battery has 15%-17% charge, I can't open it, empty battery sign appears when I plug it in to charge, it begins to charge from 15%-17%, I couldn't find the reason, it has the latest iOS update, what could it be?
The clue is that it begins to charge at 15% or so.. you have some bad cells in the battery, so they are not considered for charging, but are part of the 100% the battery should have.
Take it in to Apple and have them look at it!
From what it sounds your battery is damaged, you should take your iPhone to a Apple Authorized Service center for further investigation.
Did this behaviour occur when you were outside, in cold? My 6S has some problems if I use it lightly in the cold, it shuts down when it's under 10% but I'm able to turn it back on if I force it two times.
You could try to charge it at 100% then listen to music, play some games, browse on mobile data, etc. and see if it does the same thing or it just goes to 1-2% (charge it, don't let it go 0% !).