Calculating the yearly energy output, which keeps the balance between both the generation and consumption of electricity, is made easier with the use of wind energy production estimates for grid interfaces. Effective wind speed forecasting is crucial for achieving this goal. In this research, linear statistical models of prediction Generalized Autoregressive Score (GAS), GAS model with exogenous variable x (GASX), and Autoregressive Integrated Moving Average (ARIMA) are the models used to estimate wind speed accurately. Additionally, the modeling of non-linear time-series data has been done using the Non-Linear GASX (NLGASX) statistical predictive modeling method. Additionally, the REctified Linear Unit (RELU), Softmax, Hyperbolic Tangent (TANH), and Sigmoid modeling approaches are used to optimize the suggested NLGASX model. In comparison to existing models, the suggested optimized NLGASX approach performs significantly better. In order to anticipate wind power, the wind power curve modeling additionally takes wind speed as an input. The estimated wind power has been used to determine the yearly energy