# Initial values in EstimatedProcess with Gaussian HiddenMarkovProcess

I am using the following code to get states and transitions out of some traces:

class = HiddenMarkovProcess[2, "Gaussian"];
hmm = EstimatedProcess[traces, class];


However for some traces (1,4, and 8), the function EstimateProcess doesn't find the right states:

How can I set initial values to the EstimateProcess function?

According to the documentation, it should work like EstimatedProcess[data,proc,{{p,p0},{q,q0},…}], but I don't know what to enter for p,q, etc.

Edited: The full code is

(*Import traces (just a list of numbers)*)
files = {"trace1.txt","trace2.txt","trace3.txt","trace4.txt","trace5.txt","trace6.txt","trace7.txt","trace8.txt"}
SetDirectory[NotebookDirectory[]];
traces = Import[#, "List"]& /@ files;

(*Find Hidden-Markov-Model*)
class = HiddenMarkovProcess[2, "Gaussian"];
hmm = EstimatedProcess[#, class] & /@traces

(*extract states and plot data*)
state = FindHiddenMarkovStates[traces[[#]], hmm[[#]]] & /@Range[1, Length[files]];
stateEffs = {hmm[[#, 3, 1, 1]], hmm[[#, 3, 2, 1]]} & /@Range[1, Length[files]]
Efficencies[stateEffs_, stateNbr_] := stateEffs[[#]] & /@stateNbr
effs = Efficencies[stateEffs[[#]], state[[#]]] & /@Range[1, Length[files]];
Show[ListLinePlot[traces[[#]]],ListLinePlot[effs[[#]], PlotStyle -> Directive[Orange]]] & /@Range[1, Length[files]]

• Could you give the full code for producing those images? – C. E. Dec 8 '18 at 19:40
• I have added the full code. But I don't know how to provide the files which are just a list of numbers. – C.Gebha Dec 9 '18 at 21:22