The concept of anticipatory control applied to wind turbines is presented. Anticipatory control is based on the model predictive control (MPC) approach. Unlike the MPC method, non-controllable variables (such as wind speed) are directly considered in the dynamic equations presented in the paper to predict response variables, e.g., rotor speed and turbine power output. To determine future states of the power drive with the dynamic equations, a time series model was built for wind speed. The time series model was fused with the dynamic equations to predict the response variables over a certain prediction horizon. Based on these predictions, an optimization model was solved to find the optimal control settings to improve the power output without incurring large rotor speed changes. As both the dynamic equations and time series model were built by data mining algorithms, no gradient information is available. A modified evolutionary strategy algorithm was used to solve a nonlinear constrained optimization problem. The proposed approach has been tested on the data collected from a 1.5 MW wind turbine.