With the integration of wind farms into electric power grids, an accurate wind power prediction is becoming increasingly important for the operation of these power plants. In this paper, a new forecasting engine for wind power prediction is proposed. The proposed engine has the structure of Wavelet Neural Network (WNN) with the activation functions of the hidden neurons constructed based on multi-dimensional Morlet wavelets. This forecast engine is trained by a new improved Clonal selection algorithm, which optimizes the free parameters of the WNN for wind power prediction. Furthermore, Maximum Correntropy Criterion (MCC) has been utilized instead of Mean Squared Error as the error measure in training phase of the forecasting model. The proposed wind power forecaster is tested with real-world hourly data of system level wind power generation in Alberta, Canada. In order to demonstrate the efficiency of the proposed method, it is compared with several other wind power forecast techniques. The obtained results confirm the validity of the developed approach. (C) 2014 Elsevier Ltd. All rights reserved.