This paper presents a system for identification of wind features, such as gusts and wind shear. These are of particular interest in the context of energy-efficient navigation of Small Unmanned Aerial Systems (UAS). The proposed system generates real-time wind vector estimates and a novel algorithm to generate wind field predictions. Estimations are based on the integration of an off-the-shelf navigation system and airspeed readings in a so-called direct approach. Wind predictions use atmospheric models to characterize the wind field with different statistical analyses. During the prediction stage, the system is able to incorporate, in a big-data approach, wind measurements from previous flights in order to enhance the approximations. Wind estimates are classified and fitted into a Weibull probability density function. A Genetic Algorithm (GA) is utilized to determine the shaping and scale parameters of the distribution, which are employed to determine the most probable wind speed at a certain position. The system uses this information to characterize a wind shear or a discrete gust and also utilizes a Gaussian Process regression to characterize continuous gusts. The knowledge of the wind features is crucial for computing energy-efficient trajectories with low cost and payload. Therefore, the system provides a solution that does not require any additional sensors. The system architecture presents a modular decentralized approach, in which the main parts of the system are separated in modules and the exchange of information is managed by a communication handler to enhance upgradeability and maintainability. Validation is done providing preliminary results of both simulations and Software-In-The-Loop testing. Telemetry data collected from real flights, performed in the Seville Metropolitan Area in Andalusia (Spain), was used for testing. Results show that wind estimation and predictions can be calculated at 1 Hz and a wind map can be updated at 0.4 Hz. Predictions show a convergence time with a 95% confidence interval of approximately 30 s.