“…The available literature on prediction intervals for PV energy-conversion systems is characterized by the following four main limitations (Singh et al, 2013;Kardakos et al, 2013;Trapero et al, 2014;Lorenz et al, 2009;Marquez and Coimbra, 2011;Bacher et al, 2009;Segura and Vercher, 2001): (i) absence of methods proposing prediction intervals targeting the time scale of seconds or sub-seconds; (ii) absence of methods proposing prediction intervals able to track the highly-dynamic volatility of the solar irradiance; (iii) absence of methods able to account for distributions of the point-forecast errors other than Gaussian; (iv) strong dependency of the prediction interval with the specific method used for the point forecast computation. To the best of our knowledge, the only works that are independent of the point-forecast method are (Wan et al, 2014;Pinson and Tastu, 2014).…”