With the expansion of wind speed data sets,decreasing model training time is of great significance to the time cost of wind speed prediction.And imperfection of the model evaluation system also affect the wind speed prediction.To address these challenges,a hybrid method based on feature extraction,nested shared weight long short-term memory(NSWLSTM)network and Gaussian process regression(GPR)was proposed.The feature extraction of wind speed promises the best performance of the model.NSWLSTM model reduces the training time of long short-term memory(LSTM)network and improves the prediction accuracy.Besides,it adopted a method combined NSWLSTM with GPR(NSWLSTM-GPR)to provide the probabilistic prediction of wind speed.The probabilistic prediction can provide information that deviates from the predicted value,which is conducive to risk assessment and optimal scheduling.The simulation results show that the proposed method can obtain high-precision point prediction,appropriate prediction interval and reliable probabilistic prediction results with shorter training time on the wind speed prediction.