Forecast models for wind speed and wind turbine power generation are valuable support tools for operators of Control Energy Center. In this work, a year of daily energy output of a wind turbine is analyzed. The original time series was separated into a high-power sample and a low-power sample. High-power sample has a seasonal pattern while lowpower sample does not. Afterward, a sARIMA model was produced for high-power sample forecast, with a good performance, while for low-power sample any ARIMA model defeated persistence model; thus, a couple of nonlinear autoregressive artificial neural networks are proposed. Mean absolute error and mean square error are reported and demonstrate that the sARIMA model can predict satisfactorily high-power sample, even with limited data, while to forecast low-power sample, it is necessary to use a neural networks approach and all data available to produce accurate forecasts. In each case, a normalized comparison with persistence model is also reported. Finally, a method which uses previous data of daily output energy and forecasted future wind speed values from a numeric weather prediction model is presented to objectively identify whether the current time is in a high-power or low-power regime to choose the ad hoc daily output energy forecast model.