In recent years, a variety of wind forecasting models have been developed, prompting necessity to review the abundant methods to gain insights of the state-of-the-art development status. However, existing literature reviews only focus on a subclass of methods, such as multi-objective optimization and machine learning methods while lacking the full particulars of wind forecasting field. Furthermore, the classification of wind forecasting methods is unclear and incomplete, especially considering the rapid development of this field. Therefore, this article aims to provide a systematic review of the existing deterministic and probabilistic wind forecasting methods, from the perspectives of data source, model evaluation framework, technical background, theoretical basis, and model performance. It is expected that this work will provide junior researchers with broad and detailed information on wind forecasting for their future development of more accurate and practical wind forecasting models.