One of the recurring issues in pattern recognition problems has been f
eature extraction and selection. This paper addresses this issue from
a different perspective. Without assuming any particular classificatio
n algorithm, it first suggests that one extract as much information as
conveniently possible in several pattern-information domains. This pa
per later suggests applying the proposed Proximity-Index method, to se
lect a significantly smaller, yet optimal feature subset. This method
is formally described and is successfully applied to a waveform classi
fication problem. The features selected by the algorithm are used to c
lassify ten signal classes and produce a very encouraging recognition
performance of 87.00% on 200 samples. This method is computationally i
nexpensive and particularly useful for large data set problems.