This paper proposes a new approach for classifying multivariate time-series with applications to the problem of writer independent online handwritten character recognition. Each time-series is approximated by a sum of piecewise polynomials in a suitably defined Reproducing Kernel Hilbert Space (RKHS). Using the associated kernel function a large margin classification formulation is proposed which can discriminate between two such functions belonging to the RKHS. The associated problem turns out to be an instance of convex quadratic programming. The resultant classification scheme applies to many time-series discrimination tasks and shows encouraging results when applied to online handwriting recognition tasks.