Wind direction forecasting plays a crucial role in optimizing wind energy production, but faces significant challenges due to the circular nature of directional data, error accumulation in multi-step forecasting, and complex meteorological interactions. This paper presents a novel model, WaveHiTS, which integrates wavelet transform with Neural Hierarchical Interpolation for Time Series to address these challenges. Our approach decomposes wind direction into U-V components, applies wavelet transform to capture multi-scale frequency patterns, and utilizes a hierarchical structure to model temporal dependencies at multiple scales, effectively mitigating error propagation. Experiments conducted on real-world meteorological data from Inner Mongolia, China demonstrate that WaveHiTS significantly outperforms deep learning models (RNN, LSTM, GRU), transformer-based approaches (TFT, Informer, iTransformer), and hybrid models (EMD-LSTM). The proposed model achieves RMSE values of approximately 19.2°-19.4° compared to 56°-64° for deep learning recurrent models, maintaining consistent accuracy across all forecasting steps up to 60 minutes ahead. Moreover, WaveHiTS demonstrates superior robustness with vector correlation coefficients (VCC) of 0.985-0.987 and hit rates of 88.5%-90.1%, substantially outperforming baseline models. Ablation studies confirm that each component-wavelet transform, hierarchical structure, and U-V decomposition-contributes meaningfully to overall performance. These improvements in wind direction nowcasting have significant implications for enhancing wind turbine yaw control efficiency and grid integration of wind energy.

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