We suggest an approach to the problem of finding integral equations fo
r the excited states of an integrable model, starting from the thermod
ynamic Bethe ansatz equations for its ground state. The idea relies on
analytic continuation through complex values of the coupling constant
, and an analysis of the monodromies that the equations and their solu
tions undergo. For the scaling Lee-Yang model, we find equations in th
is way for the one- and two-particle states in the spin-zero sector, a
nd suggest various generalisations. Numerical results show excellent a
greement with the truncated conformal space approach, and we also trea
t some of the ultraviolet and infrared asymptotics analytically.