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We investigated the relative importance and predictive power of different frequency bands of subcutaneous glucose signals for the short-term (0-50 min) forecasting of glucose concentrations in type 1 diabetic patients with data-driven autoregressive (AR) models. The study data consisted of minute-by-minute glucose signals collected from nine deidentified patients over a five-day period using continuous glucose monitoring devices. AR models were developed using single and pairwise combinations of frequency bands of the glucose signal and compared with a reference model including all bands. The results suggest that: for open-loop applications, there is no need to explicitly represent exogenous inputs, such as meals and insulin intake, in AR models; models based on a single-frequency band, with periods between 60-120 min and 150-500 min, yield good predictive power (error <;3 mg/dL) for prediction horizons of up to 25 min; models based on pairs of bands produce predictions that are indistinguishable from those of the reference model as long as the 60-120 min period band is included; and AR models can be developed on signals of short length (~300 min), i.e., ignoring long circadian rhythms, without any detriment in prediction accuracy. Together, these findings provide insights into efficient development of more effective and parsimonious data-driven models for short-term prediction of glucose concentrations in diabetic patients.