Wind energy generation is a fast developing efficient renewable source widely used for modern power generation. [1] Countries and energy companies have increased their interest in electricity generation from wind energy in the last decades, thanks to its natural, cost-free, and environmentally friendly features. [2] Wind power plants can generate electrical energy at any time of the day and are distributed energy sources for systems that need permanent energy. [3] Nonetheless, due to the disordered nature of the earth's atmosphere, there is a major uncertainty in the electrical power produced by the wind, which causes complexities in the utilization and management of wind energy sources. [4] The changes in weather conditions depending on time and location also create uncertainty in managing the supply-demand balance controlled by the grid operators. [5] In cases where the electrical energy produced by wind power plants is insufficient, auxiliary energy sources provide operational support to the electric grid. [6] Ensuring the supply-demand balance in the electricity grid is also an important condition for the electrical power quality and energy supply in the transmission system, and wind power plant operators care about the follow-up of wind power in terms of economy, operation, and planning. [7] For this, the presence of wind power forecasting (WPF) is an essential factor in the optimization of wind power plants. [8] For consumers to use electrical energy uninterruptedly, efficiently, and economically, wind power plant operators need to estimate the generated electrical energy smoothly. [9] The smooth estimation of electrical power generated by wind turbines increases the operational efficiency for system maintenance, planning, investment, and energy traders. [10,11] It is a precious procedure for electrical grids to provide a respectable commercial yield on the electrical energy market. [12] The capability of advanced WPF provides the contributions like balancing the power system and mitigation of penalties, scheduling the maintenance of wind power plants, investment regarding site location, and technoeconomic and socioeconomic benefits. [13,14] In this way, it is possible to reduce the energy cost and obtain high revenue in the energy market as a result of the contributions obtained for wind power generation systems. [15]