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This paper presents a new hybrid approach for Global Solar Radiation (GSR) prediction problems, based on deep learning approaches. Predictive models are useful ploys in solar energy industries to optimize the performance of photovoltaic power systems. Specifically, in this work we develop a new 4-phase hybrid CXGBRFR framework, which includes a deep learning Convolutional Neural Network, an Extreme Gradient Boosting with Random Forest Regression, and a Harris Hawks Optimization for initial feature selection. The proposed system has been tested in a problem of daily GSR prediction at six solar farms in Australia. Data from three global climate models (GCM) (CSIRO-BOM ACCESS1-0, MOHC Hadley-GEM2-CC and MRI MRI-CGCM3) have been considered as predictive (input) variables for the proposed approach. The variables from these GCMs contain enough information to obtain an accurate prediction of the GSR at each solar farm. The performance of the proposed approach is compared against different deep and shallows learning approaches: Deep Belief Network, Deep Neural Network, Artificial Neural Network, Extreme Learning Machine and Multivariate Auto-Regressive Spline models. We show that the proposed approach exhibits an excellent performance in GSR prediction, against all alternative approaches in all solar farms considered. [Display omitted] • We develop hybrid deep learning model to predict solar radiation • We optimize the algorithm with Harris Hawks, gradient boosting and random forest • We adopt global climate model and observed predictors as learning model inputs • We build an expert system with relevant knowledge in context of solar application • Our methods benefit solar photovoltaic power monitoring in solar engineering problems. [ABSTRACT FROM AUTHOR]