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The combination of predictive data-driven models with frequent glucose measurements may provide for an early warning of impending glucose excursions and proactive regulatory interventions for diabetes patients. However, from a modeling perspective, before the benefits of such a strategy can be attained, we must first be able to quantitatively characterize the behavior of the model coefficients as well as the model predictions as a function of prediction horizon. We need to determine if the model coefficients reflect viable physiologic dependencies of the individual glycemic measurements and whether the model is stable with respect to small changes in noise levels, leading to accurate near-future predictions with negligible time lag. We assessed the behavior of linear autoregressive data-driven models developed under three possible modeling scenarios, using continuous glucose measurements of nine subjects collected on a minute-by-minute basis for approximately 5 days. Simulation results indicated that stable and accurate models for near-future glycemic predictions (<60 min) with clinically acceptable time lags are attained only when the raw glucose measurements are smoothed and the model coefficients are regularized. This study provides a starting point for further needed investigations before real-time deployment can be considered.