Due to the low total cost of production, Photovoltaic energy constitutes an important part of the renewable energy installed in the world. However, photovoltaic energy is volatile in nature because it depends on weather conditions, which makes the integration, control and exploitation of this type of energy difficult for grid operators. In the traditional grid architecture, system operators have accumulated enough experience that enables them to determine how much operating reserves are required to maintain system reliability based on statistical tools. Still, with the introduction of renewable energy (wind and photovoltaic), the grid structure has changed, and to maintain grid stability, it is becoming fundamental to know renewable energy state and production that can be combined with other less variable and more predictable sources to satisfy the energy demand. Therefore, renewable energy forecasting is a straightforward way to integrate safely this kind of energy into the current electric grid, especially photovoltaic power forecasting, which is still at a relative infancy stage compared to wind power forecasting, which has reached a relatively mature stage. The goal of this work is to present, first, a short-term offline forecasting model that uses only in-situ (local) collected data. Also, the performances of several pure non-linear auto-regressive models are investigated against those of non-linear auto-regressive models with exogenous inputs. For this purpose, two well-known statistical learning techniques, namely Feed Forward Neural Network and Least Square Support Vector Regression, have been used. To test the performance of the models, the results obtained are compared with those of a benchmark model. In this paper, we used the persistent model as well as a multivariate polynomial regression model as benchmark.