The rapid rate of transformation in the power sector of India has placed a significant emphasis on robust grids and distributed generation units. The observable shift in the energy sector, especially in wind and solar energy, also requires smooth integration of Distributed Generation units with the existing power grid. Precise wind power generation forecast, therefore, becomes an important and complex task for the strategic planning and management of the systems. We, thus, aim towards a system that can actually provide precise wind power forecasts by applying machine learning techniques. This work proposes a comparative and comprehensive analysis of Artificial Neural Network (ANN), Recurrent Neural Network (RNN), Long Short-Term Memory (LSTM), Gated Recurrent Unit (GRU), and Autoregressive Integrated Moving Average (ARIMA) model. The experimentations and modelling are performed considering meteorological and historical power generation data. The study is concentrated in Kutch, Gujarat and is validated on the data collected from the Central Electricity Authority (CEA), India for power generation data and weather data collected from regional weather centres. The findings show that ARIMA outperforms the other models for non-linear data in multivariate analysis, with a MAPE score of 5.87 on the prediction dataset.