Query to match location transitions

Hi,

I was hoping someone could help me build a better query. I have a table of
time/locations. Occasionally, we have multiple timestamps for the same
location. I would like to remove those extra timestamps and only show the
transition from one location to another. So...

create table time_locations (
id integer,
timestamp double precision,
location integer
)

Data:
1,1197605841,1
2,1197608001,2
3,1197609802,2
4,1197611951,2
5,1199145360,2
6,1199145480,3
7,1199147280,3
8,1199149140,3
9,1199151300,1
10,1199152000,3

I would like to return a table like:
1197605841,1,1197608001,2
1199145360,2,1199145480,3
1199149140,3,1199151300,1
1199151300,1,1199152000,3

The only way I can think of to do this would be a procedure which would do a
large loop over the
table (sorted by time) returning a row when last.location <> this.location.
However, when I try this on a
large table, it seems like the 'select into' doesn't order & ruins the whole
solution.
Is there a query approach?

Thanks.
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