Abstract Rapid growth of wind power generation in many countries around the world in recent years has highlighted the importance of wind power prediction. However, wind power is a complex signal for modeling and forecasting. Despite the performed research works in the area, more efficient wind power forecast methods are still demanded. In this paper, a new prediction strategy is proposed for this purpose. The forecast engine of the proposed strategy is a ridgelet neural network (RNN) owning ridge functions as the activation functions of its hidden nodes. Moreover, a new differential evolution algorithm with novel crossover operator and selection mechanism is presented to train the RNN. The efficiency of the proposed prediction strategy is shown for forecasting of both wind power output of wind farms and aggregated wind generation of power systems.