The power generated by wind turbines changes rapidly because of the continuous fluctuation of wind speed and direction. It is important for the power industry to have the capability to predict the changing wind power. In this paper, neural network based wind power prediction scheme which uses wind speed and direction is considered. In order to get a better prediction result, compression function which can be applied to the measurement data is introduced. Empirical data obtained from wind farm located in Kunsan is considered to verify the performance of the compression function.