Wind speed forecasting helps to increase the efficacy of wind farms and prompts the comparative superiority of wind energy in the global electricity system. Many wind speed forecasting theories have been widely applied to forecast wind speed, which is nonlinear, and unstable. Current forecasting strategies can be applied to various wind speed time series. However, some models neglect the prerequisite of data preprocessing and the objective of simultaneously optimizing accuracy and stability, which results in poor forecast. In this research, we developed a combined wind speed forecasting strategy that includes several components: data pretreatment, optimization, forecasting, and assessment. The developed system remedies some deficiencies in traditional single models and markedly enhances wind speed forecasting performance. To evaluate the performance of this combined strategy, 10-min wind speed sequences gathered from large wind farms in Shandong province in China were adopted as a case study. The simulation results show that the forecasting ability of our proposed combined strategy surpasses the other selected comparable models to some extent. Thus, the model can provide reliable support for wind power generation scheduling.