In the Guadeloupean archipelago (French West Indies), with a total wind power capacity of 25 MW; wind energy can represent up to 5 % of the instantaneous electricity production. At this level, wind energy contribution can be equivalent to the current network primary control reserve, which causes balancing difficult. The share of wind energy is due to grow even further since the objective is set to reach 118 MW by 2020. It is an absolute evidence for the network operator that due to security concerns of the electrical grid, the share of wind generation should not increase unless solutions are found to solve the prediction problem. Efficient forecasting scheme that includes some information on the likelihood of the forecast and based on a better knowledge of the wind variations characteristics along with their influence on power output variation is of key importance for the optimal integration of wind energy in island‘s power system. The University of French West-Indies and Guyana has developed a short term wind energy prediction scheme that uses artificial neural networks and adaptive learning procedures based on Bayesian approach and Gaussian approximation. This paper reports the results of the evaluation of the proposed approach; the improvement with respect to the simple persistent prediction model was globally good. A discussion on how such a tool combined with energy storage capacity could help to smooth the wind power variation and improve the wind energy penetration rate into island utility network is also proposed.