To address the challenge of high wind speed variability in wind farm planning, a small-sample-based spatio-temporal fusion and compression deep residual point prediction model, STiCDRS (Spatio-Temporal integration and Compression Deep Residual), is proposed. This model is designed to deeply explore the spatial and temporal characteristics within wind speed sequences to enhance the accuracy of point predictions. Initially, the spatio-temporal integration and compression deep residual network is employed to obtain point prediction results. Subsequently, an innovative hybrid model, STiCDRS-NKDE (STiCDRS-Nonparametric Kernel Density Estimation), is introduced to achieve interval predictions, thereby providing more reliable probabilistic forecasts of wind speed. The hyper-parameters of the model are optimized using Bayesian optimization, ensuring efficient and automated tuning. Finally, a case study involving wind speed forecasting at a wind farm in Inner Mongolia, China, is conducted, comparing the performance of the STiCDRS model with traditional models. Experimental results demonstrate that in comparison to other models, the proposed STiCDRS-NKDE model delivers superior point prediction accuracy, appropriate interval predictions, and reliable probabilistic forecasting outcomes, fully showcasing its significant potential in the domain of wind speed forecasting.