Information about the dataset that is used in the ICU setting, collected from three ICU patients who are not T2DM. Because of the experiment we designed, the training sets are moving with by overlapping with each other. So, we provide average number of glucose measurements over these moving windows. Also, since we forecast until the next measurement time following the training time window, each testing set contains only one glucose measurement. Other information that is included in Table I, but not here, such as mean measured glucose over training set(s) is neither meaningful nor helpful in this setting.