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Accurate forecasting of future meteorological elements is critical and has profoundly affected human life in many aspects from rainstorm warning to flight safety. The conventional numerical weather prediction (NWP) sometimes leads to unsatisfactory performance due to inappropriate initial state settings. In this paper, a short-term weather forecasting model based on wavelet packet denoising and Catboost is proposed, which takes advantage of the fusion information combining the historical observation data with the prior knowledge from NWP. The feature selection and spatiotemporal feather addition are also explored to further improve performance. The proposed method is evaluated on the datasets provided by Beijing weather stations. Experimental results demonstrate that compared with many deep-learning or machine-learning methods such as LSTM, Seq2Seq, and random forest, the proposed Catboost model incorporated with wavelet packet denoising can achieve shorter convergence time and higher prediction accuracy. [ABSTRACT FROM AUTHOR]