In renewable energy forecasting, data are typically collected by geographically distributed sensor networks, which poses several issues. i) Data represent physical properties that are subject to concept drift, i.e., their characteristics could change over time. To address the concept drift phenomenon, adaptive online learning methods should be considered. ii) The error distribution is typically non-Gaussian. Therefore, traditional quality performance criteria during training, like the mean-squared error, are less suitable. In the literature, entropy-based criteria have been proposed to deal with this problem. iii) Spatially-located sensors introduce some form of autocorrelation, that is, values collected by sensors show a correlation strictly due to their relative spatial proximity. Although all these issues have already been investigated in the literature, they have not been investigated in combination. In this paper, we propose a new method which learns artificial neural networks by addressing all these issues. The method performs online adaptive training and enriches the entropy measures with spatial information of the data, in order to take into account spatial autocorrelation. Experimental results on two photovoltaic power production datasets are clearly favorable for entropy-based measures that take into account spatial autocorrelation, also when compared with state-of-the art methods.