Time series modeling of circular data

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

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