I’m building ARIMA models for some wind/waves data. I’m building a separate model for each variable.

Two of the variables that I need to model are wave and wind direction. The values are in degrees (0-360°). Is it possible to model this type of data where the value interval is circular? If not, which class of models is best for this kind of data?

**Answer**

Is the von Mises distribution a good model for wind direction. It has support over 0 to 2\pi (or -pi to +pi) https://www.statisticshowto.datasciencecentral.com/von-mises-distribution/

If so, there are examples (https://iris.unipa.it/retrieve/handle/10447/94147/118553/basile_et_al_icrera_2013.pdf) who use a von Mises distribution with a time series. It’s hooked up to a Hidden Markov Model rather than ARIMA, but I *think* the key thing is the von Mises (Tikhonov) distribution?

**Attribution***Source : Link , Question Author : krsnik93 , Answer Author : Paul Hewson*