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To reduce the influence of the random fluctuation on wind power prediction, a new ultra-short-term wind power prediction model, based on wavelet decomposition (WD), variational mode decomposition (VMD), and least-squares support vector machine (LSSVM), is proposed in this paper. The method is based on the double decomposition and LSSVM, where the wind power sequence is decomposed by WD into low- and high-frequency components, which are further decomposed by VMD to obtain many modal components with tendency and periodicity. Multiple LSSVM prediction models are then established with historical wind power data and weather data as the inputs to obtain the predicted values of the multiple modal components. The final predicted values of wind power are achieved by data fusion of outputs of these LSSVM models. The experimental results show that the MAPE (mean absolute percentage error) of the combined prediction model is 4.66%, which is the best compared with nine benchmark models. This demonstrates the high performance of the proposed WD-VMD-LSSVM model for short-term prediction of wind power.

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