After the shock of electricity rationing, due to the imbalance between supply and demand, the various sectors of the Brazilian society found a real and imminent need to diversify sources of electricity generation and its rational use. New sources are searched today, including wind power, a promising new alternative. Wind energy has been increasing worldwide and Brazil has huge potential due to its geographical location and the government has invested in this type of energy. The main objective of this thesis is to study and develop forecasting models, of short-term wind speed. The methods of exponential smoothing, in particular the method Holt-Winters and its variations, are suitable in this context because of its high adaptability and robustness. The city of São João do Cariri (State of Paraíba), where it is located one of the reference stations of project SONDA (National Environmental Data for the energy sector) was chosen in order to apply the methodology. The method that will be used is Holt-Winters, who will be compared with the models: persistence, neuro-fuzzy (ANFIS) and statistics.