The sensitivity analysis will be also used to discard irrelevant inputs, guiding the variable selection algorithm. We will adopt a backward selection scheme, which starts with all variables and iteratively deletes one input until a stopping criterion is met [12]. The difference, when compared to the standard backward selection, is that we guide the variable deletion (at each step) by the sensitivity analysis, in a variant that allows a reduction of the computational effort by a factor of I and that in [14] has outperformed other methods (e.g. backward and genetic algorithms). Similarly to [28], the variable and model selection will be performed simultaneously, i.e. in each backward iteration several models are searched, with the one that presents the best generalization estimate selected. For a given DM method, the overall procedure is