The output of photovoltaic power generation exhibits significant randomness, volatility, and intermittency, and its uncertainty will have an impact on the planning assessment, dispatch decision-making, and real-time operation of the power system. To systematically understand the development status of modeling methods for the uncertainty of photovoltaic power generation, this paper conducts a review around the generation of annual scenarios and multi-timescale power prediction of photovoltaic power, and analyzes the correlations between photovoltaic output, influencing factors, and system applications from the perspective of statistical relationships and artificial intelligence. For the annual scale, the focus is on the generation methods of meteorological-driven scenarios for long-term sequences, including probability statistical methods, deep generation methods, constraint relations and engineering application evaluation issues; for the day-ahead scale, the historical power, meteorological variables and numerical weather forecasts are used to explore feature extraction, probability prediction and robust modeling methods; for the intraday scale, the signal decomposition, deep learning, regional collaborative modeling and multi-source perception methods for short-term power fluctuations perception are summarized. On this basis, further analysis is conducted on subsequent research directions such as multi-timescale collaborative modeling, multi-source heterogeneous information fusion, controllable generative modeling, extreme scenario characterization, and engineering closed-loop verification. This paper can serve as a reference for scenario generation, power prediction, and power system operation analysis under the condition of a high proportion of photovoltaic power integration.