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Feature selection is a primary exercise to tackle any forecasting task. Machine learning algorithms used to predict any variable can improve their performance by lessening their computational effort with a proper dataset. Anticipating future glycemia in type 1 diabetes mellitus (DM1) patients provides a baseline in its management, and in this task, we need to carefully select data, especially now, when novel wearable devices offer more and more information. In this paper, a complete characterization of 25 diabetic people has been carried out, registering innovative variables like sleep, schedule, or heart rate in addition to other well-known ones like insulin, meal, and exercise. With this ground-breaking data compilation, we present a study of these features using the Sequential Input Selection Algorithm (SISAL), which is specially prepared for time series data. The results rank features according to their importance, regarding their relevance in blood glucose level prediction as well as indicating the most influential past values to be taken into account and distinguishing features with person-dependent behavior from others with a common performance in any patient. These ideas can be used as strategies to select data for predicting glycemia depending on the availability of computational power, required speed, or required accuracy. In conclusion, this paper tries to analyze if there exists symmetry among the different features that can affect blood glucose levels, that is, if their behavior is symmetric in terms of influence in glycemia.

Feature Selection for Blood Glucose Level Prediction in Type 1 Diabetes Mellitus by Using the Sequential Input Selection Algorithm (SISAL)