Recent evidence has shown that structural magnetic resonance imaging (MRI) is an effective tool for Alzheimers disease (AD) prediction and diagnosis. While traditional MRI-based diagnosis uses images acquired at a single time point, a longitudinal study is more sensitive and accurate in detecting early pathological changes of the AD. Two main difficulties arise in longitudinal MRI-based diagnosis: (1) the inconsistent longitudinal scans among subjects (i.e., different scanning time and different total number of scans); (2) the heterogeneous progressions of high-dimensional regions of interest (ROIs) in MRI. In this work, we propose a novel feature selection and estimation method which can be applied to extract features from the heterogeneous longitudinal MRI. A key ingredient of our method is the combination of smoothing splines and the $l_1$-penalty. We perform experiments on the Alzheimers Disease Neuroimaging Initiative (ADNI) database. The results corroborate the advantages of the proposed method for AD prediction in longitudinal studies.