THE ANSWER from the Dream Cancel forum provided this interesting technique for all of the KoF XIII players out there.
You can edit your team after every match in arcade mode when you are the challenger and opponents keep challenging using this method. This is NOT going to work if you are playing against the computer.
Step 1: Insert your tokens/quarters as you normally would to get enough credits to start a game.
Step 2: Press and hold any of the attack buttons (A, B, C or D)
Step 3: Press the start button
What’s going to happen NOTHING! (yet), but one your match is over:
A: if you lose nothing is going to happen, your opponent will keep on playing as usual.
B: if you win and they challenge you again they system will think that you are starting a new “training session” and will ask you to chose your characters again. This will happen everytime some challenges you.
Q: “but what happens if nobody challenges me anymore?”
A: you will simply go into trainning mode until an opponent comes or your time is over.