Wind energy is currently one of the types of renewable energy with a large generation capacity. However, since the operation of wind power generation is challenging due to its intermittent characteristics, forecasting wind power generation efficiently is essential for economic operation. This paper proposes a new method of wind power and speed forecasting using a multi-layer feed-forward neural network (MFNN) to develop forecasting in time-scales that can vary from a few minutes to an hour. Inputs for the MFNN are modeled by fuzzy numbers because the measurement facilities provide maximum, average and minimum values. Then simultaneous perturbation stochastic approximation (SPSA) algorithm is employed to train the MFNN. Real wind power generation and wind speed data measured at a wind farm are used for simulation. Comparative studies between the proposed method and traditional methods are shown. (C) 2010 Elsevier Ltd. All rights reserved.