Abstract: Wind energy is an important renewable clean energy resource. However, the stochastic and volatile nature of wind power brings significant challenges to the power system’s reliable and secure operation. Accurate and reliable wind power prediction is critical for the integration of wind power into the grid. The existing wind power forecasting (WPF) methods lack an assessment of the reliability of the predicted results, which may result in a financial penalty for the wind energy producers. An accurate prediction with reliability measurement is urgently needed to encounter the intricate nature of the problem. In this paper, a Bayesian framework-based bidirectional gated logic unit (BiGRU) method was proposed for ultra-short-term wind power forecasting. First, an encoder-decoder (ED)