Forecasting the state of a system from an observed time series is the subject of research in many domains, such as computational neuroscience. Here, the prediction of epileptic seizures from brain measurements is an unresolved problem. There are neither complete models describing underlying brain dynamics, nor do individual patients exhibit a single seizure onset pattern, which complicates the development of a `one-size-fits-all' solution. Based on a longitudinal patient data set, we address the automated discovery and quantification of statistical features (biomarkers) that can be used to forecast seizures in a patient-specific way. We use existing and novel feature extraction algorithms, in particular the path signature, a recent development in time series analysis. Of particular interest is how this set of complex, nonlinear features performs compared to simpler, linear features on this task. Our inference is based on statistical classification algorithms with in-built subset selection to discern time series with and without an impending seizure while selecting only a small number of relevant features. This study may be seen as a step towards a generalisable pattern recognition pipeline for time series in a broader context.