We propose a non-linear recursive solution to the problem of short-term prediction of glucose in type 1 diabetes. The Fixed Budget Quantized Kernel Least Mean Square (QKLMS-FB) algorithm is employed to construct a univariate model of subcutaneous glucose concentration, which: (i) handles nonlinearities by transforming the input space into a high-dimensional Reproducing Kernel Hilbert Space and, (ii) finds a sparse solution by retaining a representative subset of the training input vectors. The dataset comes from the continuous multi-day recordings of 15 type 1 patients in free-living conditions. QKLMS-FB produces an average root mean squared error of 18.66±3.19 mg/dl for a prediction horizon of 30 min with 82.04% of hypoglycemic readings and 93.30% of hyperglycemic ones being classified as clinically accurate or with benign errors. The effect of the prediction horizon is more evident in the hypoglycemic range.