Based on the advanced theory research of artificial intelligence and data analysis strategy, a multimodel‐integrated wind speed prediction system is designed in this study, which contains a combined data preprocessing technique, weight determination strategy, and uncertainty prediction. The proposed system not only eliminates the impact of noise but also integrates the results of individual prediction models based on a weight determination strategy. In addition, uncertainty prediction is used to quantify the uncertainty caused by point prediction. The experimental results show that: 1) the mean absolute percentage error values of the proposed model at Site 1 are about 1% and 2%, respectively, which outperform some common basic models such as back propagation neural network (about 7% and 9%). 2) At the significant level α = 0.05, the prediction interval coverage probability values of the proposed model at Site 1 are about 98% and 94%, respectively, for the uncertainty forecasting, which is significantly better than most traditional methods such as extreme learning machine (about 86% and 41%). It is reasonable to conclude that the proposed system is superior to the traditional model in accuracy and stability, which can be a powerful tool for power grid planning.