Integrating renewable wind power (WP) into the grid exacerbates variability and challenges reliability. Establishing an effective forecasting system is crucial for risk avoidance, but achieving effective, interpretable, and accurate predictions remains an obstacle due to the high volatility and uncertainty of WP. This study proposes an innovative and trustworthy wind power forecasting system combined with point and interval predictions. Specifically, the adaptive multi-scale convolutional receptive field (AMSCF) combined with gated recurrent unit (GRU) for WP point prediction is proposed to capture the spatiotemporal dependencies of WP generation. This AMSCF method uses different size receptive fields, fuses them using channel dimension concatenation, operates pooling layer and adaptive fusion through field attention, which extracts hierarchical features for WP forecasting. Then conditional mixture Copula (Con-mCopula) function integrated with multiobjective optimizer is established for WP interval prediction, which reduces the WP interval prediction accuracy error as some information neglected. The wind power cluster dataset from Germany was selected for experiments. Based on the results, for both datasets, the designed prediction system can achieve better point and interval prediction performance resulting in a reduction of mean absolute error (MAE) by approximately 40 % compared to other existing components in the market. This study deconstructs the “Black Box” in deep network for energy forecasting through interpretability analysis, which accelerates the development of AI technology in WP forecasting system and provides decision-makers with trustworthy WP forecasting assistance.