To maximize energy extraction, the nacelle of a wind turbine follows the wind direction. Accurate prediction of wind direction is vital for yaw control. A tandem hybrid approach to improve the prediction accuracy of the wind direction data is developed. The proposed approach in this paper includes the bilinear transformation, effective data decomposition techniques, long-short-term-memory recurrent neural networks (LSTM-RNNs), and error decomposition correction methods. In the proposed approach, the angular wind direction data is firstly transformed into time-series to accommodate the full range of yaw motion. Then, the continuous transformed series are decomposed into a group of subseries using a novel decomposition technique. Next, for each subseries, the wind directions are predicted using LSTM-RNNs. In the final step, it decomposed the errors for each predicted subseries to correct the predicted wind direction and then perform inverse bilinear transformation to obtain the final wind direction forecasting. The robustness and effectiveness of the proposed approach are verified using data collected from a wind farm located in Huitengxile, Inner Mongolia, China. Computational results indicate that the proposed hybrid approach outperforms the other single approaches tested to predict the nacelle direction over short-time horizons. The proposed approach can be useful for practical wind farm operations.