The uncertainty analysis and modeling of wind speed, which has an essential influence on wind power systems, is consistently considered a challenging task. However, most investigations thus far were focused mainly on point forecasts, which in reality cannot facilitate quantitative characterization of the endogenous uncertainty involved. An analysis-forecast system that includes an analysis module and a forecast module and can provide appropriate scenarios for the dispatching and scheduling of a power system is devised in this study; this system superior to those presented in previous studies. In order to qualitatively and quantitatively investigate the uncertainty of wind speed, recurrence analysis techniques are effectively developed for application in the analysis module. Furthermore, in order to quantify the uncertainty accurately, a novel architecture aimed at uncertainty mining is devised for the forecast module, where a non-parametric model optimized by an improved multi-objective water cycle algorithm is considered a predictor for producing intervals for each mode component after feature selection. The results of extensive in-depth experiments show that the devised system is not only superior to the considered benchmark models, but also has good potential practical applications in wind power systems.