If you think someone is stalking you report it right away. Take extra care to not be caught off guard. Avoid going places where you will be isolated. Always be aware of your surroundings, never leave doors & windows unlocked. Depending on your age you could carry pepper spray or a taser...make sure you know how to use it.
You just have to try to catch them, then call the police and alert them to the matter. They'll tell you what options you have. I would think about finding a way to protect myself, like pepper spray, etc. Good luck and be careful!