This paper presents a novel feature extraction and validation technique for data-driven prediction of oxy-fuel combustion emissions in a bubbling fluidized bed experimental facility. The experimental data were analyzed and preprocessed to minimize the size of the data set while preserving patterns and variance and to find an optimal configuration of the feature vector. The Boruta Feature Selection Algorithm (BFSA) finds feature vector’s configuration and the Multiscale False Neighbours Analysis (MSFNA) is newly extended and proposed to validate the BFSA’s design for emission prediction to assure minimal uncertainty in mapping between feature vectors and corresponding outputs. The finding is that the standalone BFSA does not reflect various sampling period setups that appeared significantly influencing the false neighborhood in the design of feature vectors for possible emission prediction, and MSFNA resolves that.