In the modern scenario of smart-grids, the concept of virtual power plant (VPP) is undoubtedly a cornerstone for the smooth integration of renewable energy sources into existing energy systems with a high penetration level. A VPP is the aggregation of decentralized medium-scale power sources, including photovoltaic and wind power plants, combined heat and power units, as well as demand-responsive loads and storage systems, with a twofold objective. On one hand, VPP relieves the stability and dispatchability problems on the external smart grid since it can be operated on an individual basis, appearing as a single system on the whole. On the other hand, VPP improves flexibility coming from all the networked units and enable traders to enhance forecasting and trading programs of renewable energies. This paper proposes a novel distributed decentralized prediction method for the management of VPPs. The novelty of the proposed technique is to effectively combine the concepts of neural networks and machine learning with a distributed architecture that is suitable for the aggregation purposes of the VPP.