1. Method for analysing a sequence of measure data or the like comprising the steps of generating a partial data sequence, which comprises a plurality of successive data from the original sequence and which defines a data window, shifting the data window from data to data over the original sequence, wherein one data point of the partial data sequence forming the data window at its respective position is used as a reference point characterising each individual respective position the of the data window in relation to the original sequence of data, whereby the partial data sequence forming the data window at the respective position comprises the reference point and neighbouring data, determining a characteristic function for each position of the data window such, that the characteristic function is characteristic for the partial data sequence forming the data window at the respective position, and assigning each characteristic function to a respective position of the data window and to the original sequence of data by way of the respective reference point, thereby forming a sequence of characteristic functions which is related to the original sequence of data by way of each individual reference point.