Prediction of solar power involves the knowledge of the sun, atmosphere and other parameters, and the scattering processes and the specifications of a solar energy plant that employs the sun's energy to generate solar power. This prediction result is essential for an efficient use of the solar power plant, the management of the electricity grid, and solar energy trading. However, because of nonlinear and nonstationary behavior of solar power time series, an efficient forecasting model is needed to predict it. Accordingly, in this paper, we propose a new forecast approach based on combination of a neural network with a metaheuristic algorithm as the hybrid forecasting engine. The metaheuristic algorithm optimizes the free parameters of the neural network. This approach also includes a 2‐stage feature selection filter based on the information‐theoretic criteria of mutual information and interaction gain, which filters out the ineffective input features. To demonstrate the effectiveness of the proposed forecast approach, it is implemented on a real‐world engineering test case. Obtained results illustrate the superiority of the proposed approach in comparison with other prediction methods.