This work addresses the problem of supervised classification of industrial wood species (seven different types in the present study) through their thermo‐oxidative stability. This is evaluated by pressure differential scanning calorimetry (PDSC) using the ASTM E2009. The maximization of the ratio of correct classification and the reduction of the costs of this activity are intended. This supervised classification problem was carried out using two different proposals: applying novel nonparametric functional data analysis techniques, based on kernel estimation, to the original PDSC curves, and using machine learning classification approaches applied to different multivariate data sets. The multivariate data sets were obtained, on the one hand, by estimating the fractal (Hausdorff) dimension of the PDSC curves by several methods, jointly with selecting the parameters from fitting a nonlinear model to the PDSC curves and, on the other hand, applying principal component analysis or partial linear squares to the thermograms. The results obtained show that the PDSC curves can be used to discriminate wood samples when these innovative and traditional statistical techniques are applied. In the best of the cases, a probability of correct classification that equals to 0.92 was obtained. PDSC represents a new alternative to the use of images, spectra, and other thermal signals as thermogravimetric analysis for classification purposes.Copyright © 2013 John Wiley & Sons, Ltd.