Although wind energy is intermittent and stochastic in nature, it is increasingly important in the power generation due to its sustainability and pollution-free. Increased utilization of wind energy sources calls for more robust and efficient prediction models to mitigate uncertainties associated with wind power. This research compares two different approaches in wind power forecasting which are indirect and direct prediction methods. In indirect method, several times series are applied to forecast the wind speed, whereas the logistic function with five parameters is then used to forecast the wind power. In this study, backtracking search algorithm with novel crossover and mutation operators is employed to find the best parameters of five-parameter logistic function. A new feature selection technique, combining the mutual information and neural network is proposed in this paper to extract the most informative features with a maximum relevancy and minimum redundancy. From the comparative study, the results demonstrate that, in the direct prediction approach where the historical weather data are used to predict the wind power generation directly, adaptive neuro fuzzy inference system outperforms five data mining algorithms namely, random forest, M5Rules, k-nearest neighbor, support vector machine and multilayer perceptron. Moreover, it is also found that the mean absolute percentage error of the direct prediction method using adaptive neuro fuzzy inference system is 1.47% which is approximately less than half of the error obtained with the indirect prediction methods. (C) 2016 Elsevier Ltd. All rights reserved.