Table 6. Mean and (standard deviation) performance metrics from L1-logistic regression for different group of features from Table 5, starting with the whole set of 26 features.

Iteratively, the following group is obtained by taking out the feature with the smallest absolute Beta value.

Added feature	Number	AUC	F-score	Accuracy	Sensitivity	Specificity	PPV	NPV
Daily norm. Log ACFL Skew	26	0.82 (0.25)	0.76 (0.30)	0.84 (0.14)	0.77 (0.32)	0.87 (0.19)	0.79 (0.27)	0.83 (0.19)
Daily norm. ACFL’ stand. dev.	25	0.82 (0.25)	0.76 (0.30)	0.83 (0.14)	0.77 (0.32)	0.87 (0.19)	0.79 (0.27)	0.83 (0.19)
Daily norm. SQ stand. dev.	24	0.82 (0.25)	0.76 (0.30)	0.84 (0.14)	0.77 (0.32)	0.87 (0.19)	0.79 (0.27)	0.83 (0.19)
Daily norm. OQ 5th%	23	0.82 (0.25)	0.77 (0.28)	0.83 (0.14)	0.77 (0.30)	0.86 (0.19)	0.80 (0.24)	0.83 (0.19)
Daily norm Log MFDR 5th%	22	0.82 (0.25)	0.77 (0.28)	0.83 (0.15)	0.78 (0.30)	0.85 (0.23)	0.81 (0.25)	0.82 (0.22)
Daily norm. SQ 5th%	21	0.82 (0.25)	0.77 (0.28)	0.83 (0.15)	0.78 (0.30)	0.85 (0.22)	0.81 (0.25)	0.81 (0.22)
Daily norm. HRF stand. dev.	20	0.82 (0.27)	0.78 (0.28)	0.83 (0.15)	0.79 (0.30)	0.85 (0.23)	0.81 (0.25)	0.82 (0.22)
Daily norm. NAQ mean	19	0.82 (0.27)	0.78 (0.28)	0.84 (0.15)	0.79 (0.30)	0.85 (0.22)	0.79 (0.27)	0.82 (0.22)
Daily norm. H1-H2 stand. dev.	18	0.82 (0.26)	0.77 (0.28)	0.83 (0.15)	0.78 (0.30)	0.85 (0.22)	0.80 (0.25)	0.81 (0.22)
Daily norm. HRF skew	17	0.79 (0.24)	0.74 (0.28)	0.80 (0.14)	0.75 (0.30)	0.81 (0.23)	0.76 (0.26)	0.78 (0.21)
OQ 5th%	16	0.77 (0.24)	0.71 (0.30)	0.79 (0.15)	0.73 (0.33)	0.80 (0.26)	0.74 (0.26)	0.77 (0.21)
Daily norm. Log ACFL stand. dev.	15	0.77 (0.24)	0.71 (0.30)	0.79 (0.14)	0.73 (0.32)	0.80 (0.25)	0.77 (0.24)	0.77 (0.21)
OQ mean	14	0.78 (0.24)	0.72 (0.29)	0.79 (0.14)	0.73 (0.32)	0.80 (0.26)	0.77 (0.24)	0.78 (0.21)
MFDR’ 95th%	13	0.78 (0.24)	0.71 (0.29)	0.79 (0.14)	0.72 (0.32)	0.81 (0.25)	0.78 (0.21)	0.77 (0.21)
SQ stand. dev.	12	0.78 (0.24)	0.71 (0.30)	0.79 (0.14)	0.72 (0.33)	0.82 (0.25)	0.77 (0.24)	0.77 (0.21)
SQ 5th%	11	0.78 (0.24)	0.73 (0.27)	0.79 (0.14)	0.75 (0.30)	0.79 (0.26)	0.76 (0.24)	0.78 (0.21)
Daily norm. Log ACFL skew	10	0.78 (0.25)	0.73 (0.28)	0.79 (0.15)	0.75 (0.31)	0.79 (0.27)	0.76 (0.24)	0.78 (0.21)
Daily norm. HRF 5th%	9	0.75 (0.23)	0.71 (0.25)	0.75 (0.13)	0.74 (0.28)	0.72 (0.30)	0.73 (0.20)	0.75 (0.19)
H1-H2 stand. dev.	8	0.74 (0.22)	0.69 (0.26)	0.75 (0.13)	0.72 (0.29)	0.72 (0.29)	0.73 (0.20)	0.73 (0.19)
Log ACFL stand. dev.	7	0.68 (0.22)	0.62 (0.29)	0.71 (0.12)	0.66 (0.33)	0.69 (0.28)	0.63 (0.26)	0.66 (0.23)
HRF skew	6	0.69 (0.22)	0.63 (0.29)	0.71 (0.12)	0.67 (0.32)	0.68 (0.29)	0.63 (0.26)	0.67 (0.23)
NAQ mean	5	0.68 (0.23)	0.63 (0.29)	0.71 (0.12)	0.68 (0.34)	0.68 (0.29)	0.63 (0.26)	0.68 (0.24)
Log ACFL skew	4	0.66 (0.24)	0.63 (0.27)	0.70 (0.13)	0.67 (0.32)	0.67 (0.33)	0.64 (0.25)	0.66 (0.23)
HRF 5th%	3	0.63 (0.30)	0.64 (0.29)	0.71 (0.15)	0.69 (0.34)	0.67 (0.36)	0.66 (0.37)	0.74 (0.22)
Daily norm. H1-H2 95th%	2	0.63 (0.33)	0.64 (0.33)	0.74 (0.16)	0.67 (0.38)	0.76 (0.34)	0.69 (0.32)	0.70 (0.29)
H1-H2 95th%	1	0.58 (0.22)	0.53 (0.30)	0.65 (0.10)	0.58 (0.37)	0.64 (0.35)	0.58 (0.26)	0.64 (0.16)