**1. Introduction**

The human brain, like every vital organ, is constituted of a set of cells which are called neurons. It is through this organ that we can learn and reason, reflect and memorize. The geniality of human brain and more particularly of its neurons motivates several researchers to interest to this research and to benefit from its biological aspect. The idea was to reproduce, in an artificial way, the behaviors observed in man. It was in 1943 that the first artificial neural network was created by Warren McCulloch and Walter Pitts. It is a simple elementary processor imitating the structure and the functioning from the biological neuron. Artificial neural network is characterized by its capacity of learning and generalizing. It represents a very powerful tool; it provided multiple solutions to different complex problems. In these recent years, its effectiveness is proved in various researches fields. Artificial neural network are subdivided on two main groups, the static and dynamic neural network. The choice of the one or the other neural network type depends on the application to be processed and the complexity of model. For static neural network, information propagates in a single direction, layer by layer, and from the inlet to the outlet. They are generally used in various applications such as classifications, pattern recognition, and functions approximation. The connectivity between neurons in dynamic neural network is not limited. Each neuron can send and receive information from all other neurons. The dynamic neural network architecture includes frequently one or more cycles which necessarily contain at least one delay connection. This gives rise to the dynamism notion. This neural network type is more complex than the static one, but it is more efficient for some particular applications such as dynamic modeling, monitoring, and process control. In this chapter, nonlinear autoregressive models with exogenous input (NARX) model, as type of dynamic neural network, will be used to the solar radiation prediction. Simulation results will be presented to prove the effectiveness of this model compared to the static one.
