Power system is facing growing challenges in maintaining a secure and reliable energy supply.Part of the growing challenge is the possibility of significant levels of uncertain wind generation being installed on power system.Hence the wind power forecasting approaches have drawn to our attention.This paper gives a comprehensive overview of the state-of-the-art wind power forecasting approaches at home and abroad.The basic theory and approaches of wind power forecast,and hot issues are concerned.This paper mainly introduces the research progress of deterministic wind power forecast,probabilistic wind power forecast,wind power ramp events,big data and deep learning approaches.