Abstract. This paper is focused on the prediction and forecast of climate time series, particularly useful for planning and management of the power grid, by artificial neural networks. An appropriate prediction and forecast of climate variables, indeed, improves the overall efficiency and performance of renewable power plants connected to the power grid. On such a basis, the application of suitable Artificial Neural Networks (ANNs) to the field of wind power generation is proposed. In particular, two dynamic recurrent ANNs, i.e., the Focused Time-Delay Neural Network (FTDNN) and the Nonlinear autoregressive network with exogenous inputs (NARX), are used to develop a model for the estimate and forecast of daily wind speed. Results, applied to a turbine model, allow the produced power to be calculated for energy management and planning purpose in smart grids.