Both of my copies credit New York children's author-educator Alys E. Bentley (1869-1951.) Have not found earlier music or copyright than:

Bentley, Alys E., The Song Primer Made for the Children, (New York: A.S. Barnes, 1907, pp.30-31)

She did a recording session with the RCA Victor Orchestra in 1914 for two 78RPM albums worth of sides called Play Songs. The song title was shortened to The Wind with the matrix data (B-14488) listing her as both composer and arranger but:

“...The exact role at the session of Miss Bentley*, a music and dance educator, is unknown."

*Mrs. Bentley nee Ostrander.