The largescale integration of renewable energy resources makes the energy storage technology the vital support and breakthrough direction of future energy transitions．In order to reduce the pressure of system adjustment, hybrid energy storage (HES) based on battery and supercapacitor is developed to compensate wind power forecast errors．According to the performance characteristics and the response speed of HES，the decomposition level is determined and the initial allocation for charging/discharging power of HES is realized, utilizing the advantage of obtaining more detailed information by wavelet packet decomposition. Considering capacity constraints of HES in practical applications，a SOC partitioned power control strategy is proposed to modify the power instructions of energy storage devices and an optimized power distribution is achieved, improving compensation effect simultaneously. Application results show that the proposed strategy can compensate wind power forecast errors effectively by taking full advantages of complementary superiorities of HES，ensuring the longterm safe and stable operation of energy storage devices．