Abstract. In this paper, we use a piecewise exponential distribution model to predict the ultra short term wind power error and then estimate the parameters. The case we used is from Northern Ireland, we forecast the probability and precision of wind power on the basis of Normal distribution model, Laplace distribution model, Cauchy distribution model, Beta distribution model and the proposed piecewise exponential distribution model. The prediction error distribution model of the sub index wind power forecasting error can be used to mine the relative information of the actual error distribution, in addition, it's convenient to implement and easy to be used in calculus, it can be applied to describe the error distribution of the multiple time scale prediction, so it has more advantages in the error analysis.