This paper reviews different statistical methods dedicated to the post-processing of Numerical Weather Predictions and Ensemble Forecast. We focus on the application of the post-processing to problems linked to the production of electricity by eolian devices. The basic idea is to give a concise panorama of the methods commonly used nowadays. We pay a particular attention to the mathematics involved in the methods. We do not compare the methods and do not provide some preferences. Classification. 62-02; 62P12.