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SQL:selecionando linhas onde o valor da coluna mudou da linha anterior

SELECT a.*
FROM tableX AS a
WHERE a.StatusA <>
      ( SELECT b.StatusA
        FROM tableX AS b
        WHERE a.System = b.System
          AND a.Timestamp > b.Timestamp
        ORDER BY b.Timestamp DESC
        LIMIT 1
      ) 

Mas você pode tentar isso também (com um índice em (System,Timestamp) :
SELECT System, Timestamp, StatusA, StatusB
FROM
  ( SELECT (@statusPre <> statusA AND @systemPre=System) AS statusChanged
         , System, Timestamp, StatusA, StatusB
         , @statusPre := StatusA
         , @systemPre := System
    FROM tableX
       , (SELECT @statusPre:=NULL, @systemPre:=NULL) AS d
    ORDER BY System
           , Timestamp
  ) AS good
WHERE statusChanged ;