Wind power ramp events increasingly affect the integration of wind power and cause more and more problems to the safety of power grid operation in recent years. Several forecasting techniques for wind power ramp events have been reported. In this paper, the statistical scenarios forecasting method is proposed for wind power ramp event probabilistic forecasting based on the probability generating model. Multi-objective fitness functions are established considering cumulative density functions and higher order moment autocorrelation functions with respect to the consistency of distribution and timing characteristics, respectively. Parameters of probability generating model are calculated by the iterative optimization using the modified genetic algorithm with multi-objective fitness functions. A number of statistical scenarios captured bands are generated accordingly. Eventually, ramp event probability characteristics are detected from scenarios captured bands to evaluate the ramp event forecasting method. A wind plant of Bonneville Power Administration with actual wind power data is selected for calculation and statistical analysis. It is shown that statistical results with multi-objective functions are more accurate than the results with single objective functions. Moreover, the statistical scenarios forecasting method can accurately estimate the characteristics of wind power ramp events. The results verify that the proposed method can guide the generation method of statistical scenarios and forecasting models for ramp events.