Because of the great integration of solar energy on the electrical network solar irradiance forecasting is becoming essential. In fact, this integration can offer a better quality of service if the solar irradiation variation can be predicted with great accuracy.This paper presents an in-depth review of the current methods used to forecast solar irradiation in order to facilitate selection of forecast method according to needs. Our work starts with a presentation of physical models and techniques based on cloud imagery. Next statisticalapproaches are detailed before to discuss about hybrid model. Finally, we give indications for future solar irradiation forecasting approaches dedicated to the management of small-scale insular grids.