Several forecast systems based on Artificial Neural Networks have been developed to predict power production of a wind farm located in a complex terrain, where geographical effects make wind speed predictions difficult) in different time horizons: 1,3,6,12 and 24 h. In the first system, the neural network has been used only as a statistic model based on time series of wind power; later it has been integrated with numerical weather predictions, by which an interesting improvement of the performance has been reached, especially with the longer time horizons. In particular, a sensitivity analysis has been carried out in order to find those numerical weather parameters with the best impact on the forecast. Then, after the implementation of forecast systems based on a single ANN, the two best prediction systems individuated through the sensitivity analysis, have been employed in a hybrid approach, made up of three different ANNs. Besides, a prediction system based on the wavelet decomposition technique has been also carried out in order to evaluate its contribute on the forecast performance in two time horizons (1 and 24 h). The error of the different forecast systems is investigated and the statistical distributions of the error are calculated and presented. (C) 2011 Elsevier Ltd. All rights reserved.