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The wind turbine power curve model is critical to a wind turbine’s power prediction and performance analysis. However, abnormal data in the training set decrease the prediction accuracy of trained models. This paper proposes a sample average approach-based method to construct an interval model of a wind turbine, which increases robustness against abnormal data and further improves the model accuracy. We compare our proposed methods with the traditional neural network-based and Bayesian neural network-based models in experimental data-based validations. Our model shows better performance in both accuracy and computational time.