In this study, we examined the new ensemble training approach to reduce the systematic error and improve prediction skill of wind by using the Short-range Ensemble prediction system (SENSE), which is the mesoscale multi-model ensemble prediction system. The SENSE has 16 ensemble members based on the MM5, WRF ARW, and WRF NMM. We evaluated the skill of surface wind prediction compared with AWS (Automatic Weather Station) observation during the summer season (June - August, 2006). At first stage, the correction of initial state for each member was performed with respect to the observed values, and the corrected members get the training stage to find out an adaptive weight function, which is formulated by Root Mean Square Vector Error (RMSVE). It was found that the optimal training period was 1-day through the experiments of sensitivity to the training interval. We obtained the weighted ensemble average which reveals smaller errors of the spatial and temporal pattern of wind speed than those of the simple ensemble average.