I would need to predict wind speed and direction at a wind farm station, using an artificial neural network. Unfortunately, the only historical weather data available are the one at some weather stations close to my target point. Thus, I will be able to predict the short term wind speed and direction at those sites and then I will need to interpolate those predicted value in order to find the forecast for the target site.

Can you please suggest me how to do it?

Should I use ArcGIS?

I read about the use of Inverse distance weighting or Kocriging method but I don't know how to use them.