Wind power is a vital power grid component, and wind power forecasting represents a challenging task. In this study, a series of multiobjective predictive models were created utilising a range of cutting-edge machine learning (ML) methodologies, namely, artificial neural networks (ANNs), recurrent neural networks (RNNs), convolutional neural networks, and long short-term memory (LSTM) networks. In this study, two independent data sets were combined and used to predict wind power. The first data set contained internal values such as wind speed (m/s), wind direction (°), theoretical power (kW), and active power (kW). The second data set was external values that contained the meteorological data set, which can affect the wind power forecast. The k-nearest neighbours (kNN) algorithm completed the missing data in the data set. The results showed that the LSTM, RNN, CNN, and ANN algorithms were powerful in forecasting wind power. Furthermore, the performance of these models was evaluated by incorporating statistical indicators of performance deviation to demonstrate the efficacy of the employed methodology effectively. Moreover, the performance of these models was evaluated by incorporating statistical indicators of performance deviation, including the coefficient of determination (R2), root mean square error (RMSE), mean absolute error (MAE), and mean square error (MSE) metrics to effectively demonstrate the efficacy of the employed methodology. When the metrics are examined, it can be said that ANN, RNN, CNN, and LSTM methods effectively forecast wind power. However, it can be said that the LSTM model is more successful in estimating the wind power with an R2 value of 0.9574, MAE of 0.0209, MSE of 0.0038, and RMSE of 0.0614.