Select rows where column value has changed

I think this is what you’re after:

;WITH x AS
(
  SELECT value, time, rn = ROW_NUMBER() OVER 
  (PARTITION BY Value ORDER BY Time)
  FROM dbo.table
)
SELECT * FROM x WHERE rn = 1;

This may be slow if the resultset is large and there isn’t a good supporting index…

EDIT

Ah, wait a second, the values go up and down, not just up… if that is the case you can try this much slower approach:

DECLARE @x TABLE(value INT, [time] DATETIME)

INSERT @x VALUES
(0,'20120615 8:03:43 PM'),--
(1,'20120615 8:03:43 PM'),--*
(1,'20120615 8:03:48 PM'),--
(1,'20120615 8:03:53 PM'),--
(1,'20120615 8:03:58 PM'),--
(2,'20120615 8:04:03 PM'),--*
(2,'20120615 8:04:08 PM'),--
(3,'20120615 8:04:13 PM'),--*
(3,'20120615 8:04:18 PM'),--
(3,'20120615 8:04:23 PM'),--
(2,'20120615 8:04:28 PM'),--*
(2,'20120615 8:04:33 PM');

;WITH x AS
(
  SELECT *, rn = ROW_NUMBER() OVER (ORDER BY time)
  FROM @x
)
SELECT x.value, x.[time]
FROM x LEFT OUTER JOIN x AS y
ON x.rn = y.rn + 1
AND x.value <> y.value
WHERE y.value IS NOT NULL;

Results:

value  time
-----  -----------------------
1      2012-06-15 20:03:43.000
2      2012-06-15 20:04:03.000
3      2012-06-15 20:04:13.000
2      2012-06-15 20:04:28.000

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