Solar energy is one of the most promising renewable energy resources. Forecasting photovoltaic power generation is an important way to increase photovoltaic penetration. However, the task of photovoltaic forecasting is complicated due to its property of uncertainty, especially in specific regions during the foggy winter. This paper proposes a novel model to accomplish the problem. A developed entropy is created to qualify the uncertainty during the foggy winter. The clustering method and modified retention network are applied to reduce complexity and forecast, respectively. We adopt an optimization to optimize the hyperparameters. Results are validated from the multivariate forecasting model using the dataset from a photovoltaic power station in Jiangsu Province, China. Experiments show that the proposed model improves the forecasting accuracy compared to various models during the foggy winter.