Forecasts are either deterministic or probabilistic, of which the latter can be further categorized into interval, quantile, distributional, and ensemble forecasts. This chapters starts with the basic notion of uncertainty, and elaborates how the two types of forecasts come about. Statistical preliminaries, in particular, statistical distributions, are delivered with respect to their significance in probabilistic solar forecasting. A fundamental strategy of making good solar forecasts is explained, that is, combining, which is also known as ensemble forecasting by the weather community. A typology of ensemble forecasts is made, and how ensembles are viewed and generated by meteorologists, statisticians, and computer scientists are exemplified.