Who do you want the police to arrest? You don't know so they can't know. They could investigate if you had given them some clues but it doesn't sound like you did. Yes, if you were raped or mugged by an unknown assailant it would be a crime. But it doesn't sound as if you suffered any harm and the "stalking" is not continuing.
Police have limited resources, which they allocate based on percieved need. Yes, if a person is mugged or raped they would spend resources investigating, but that is because catching mugger or rapist is considerd right priority. Without any ability to identify a stalker the police would need to expend a great deal of resources to follow up (IE they would need to have you tailed). At this point they have determined that this isn't worth the cost. If the problem continues, call the police again. If you are being continually followed, at some point the police will come to the realization that you may be in real danger, and will allocate greater resources to protecting you.
You expect the police to find an arrest someone you not only cannot identify, but have provided no details about.
Assuming you have a cell phone and that phone has a camera function, you can photograph this alleged stalker. You can also phone in a description, with the location.
In the meantime, you would do well to obtain some pepper spray and some basic self-defense training.
The foregoing is for general information purposes and does not establish an attorney-client relationship.