As global resource and environmental problems become increasingly acute and climate change becomes more and more obvious, the large-scale development and utilization of new energy sources are highly valued by all countries in the world. Wind energy is highly valued because of its many advantages. Wind power, especially offshore wind power, has become one of the key development directions of renewable energy. To address the problem that coastal wind farms are in urgent need of accurate wind power forecasting, the authors of this paper investigate and summarize the relevant research work in this field. At the same time, the coastal meteorological micro-scale differences are obvious, and a research program for coastal wind farm power forecasting is designed to lay the foundation for subsequent specific research for the characteristics of this region.