Using control theory, apredictive thermal regulation of the "certainty equivalence" type has been developped. Stochastic models of hourly solar rediation and outdoor air temperature, based on the theory of Markov and ARMA processes, were set up for this purpose. Computer simulations have been carried out in order to determinate the performances of this predictive control when applied to a direct gain solar room. By these numerical exponents, its was shown that energy savings can be achieved when comparing this regulation to an ideal indoor thermostat control.