Quantum Machine Learning (QML) is an emerging field at the intersection of quantum computing and machine learning, aiming to enhance classical machine learning methods by leveraging quantum mechanics principles such as entanglement and superposition. However, skepticism persists regarding the practical advantages of QML, mainly due to the current limitations of noisy intermediate-scale quantum (NISQ) devices. This study addresses these concerns by extensively assessing Quantum Neural Networks (QNNs)-quantum-inspired counterparts of Artificial Neural Networks (ANNs), demonstrating their effectiveness compared to classical methods. We systematically construct and evaluate twelve distinct QNN configurations, utilizing two unique quantum feature maps combined with six different entanglement strategies for ansatz design. Experiments conducted on a wind energy dataset reveal that QNNs employing the Z feature map achieve up to 93% prediction accuracy when forecasting wind power output using only four input parameters. Our findings show that QNNs outperform classical methods in predictive tasks, underscoring the potential of QML in real-world applications.