This paper presents a new data-based method for the industrial combustion process. In this method, angle measure, which presents change trend of samples, is introduced in evaluating the similarity between the sample data and query data, which is not exploited in the previous word. And ARX method is used to build the local model. With the moving of working points, different models are set up to realize the accurate modeling for combustion process. An example of coke oven combustion process is presented to illustrate the modeling capability of the proposed method.