Take and draw a straight line from Jerusalem to the East you come to Susa and Babylon, the capitals of the Babylonian and Medo-Persian Empires. This is where history comes into play. Median and Ephah are locate around the Dead Sea. When Babylon conquered Israel that would have gone too. This is when Daniel and his friends were taken captive. Sheba is part of Ethiopia which fell to the Medo-Persian Empire along with the Babylon. Like Babylon, the Medo-Persian Empire took captives back to their capital in Susa.
Daniel was taken into Babylonian captivity in 605 BC. Cyrus the Great, the king of Persia, defeated Babylon in 539 BC. Due to being a high ranking scribe in Babylon, Daniel became a high ranking official in the Persian empire. He taught the other scribes about the prophecies of the coming of the Messiah, the King of the Jews. He also would have been the one to tell Cyrus of the prophecies of Cyrus in the Jewish manuscripts.
They were taught by Daniel about the coming King of the Jews. He had shared with them all the prophecies including his own about Him. They studied these prophecies so they would know what to look for. In combining Daniel's 70 weeks prophecy found in Daniel 9 with Balaam's prophecy in Numbers 24:17, they were able to calculate the time the Star would appear. Not only does Balaam mention the Star but also the Scepter (King) of Israel.
Click to Tweet; Be like the Magi and study the Bible, you too will be wise.
Credits: Thanks to my son, Brandon Beardsley, for allowing me to use the background that he made.