Select on value change

I have a table that looks like this in a MySQL database:

CREATE TABLE IF NOT EXISTS Example(Batch_Num int, Time DATETIME);
INSERT INTO Example 
VALUES
(1,'2020-12-04 05:06:12'), 
(1,'2020-12-04 05:06:13'), 
(1,'2020-12-04 05:06:14'), 
(2,'2020-12-04 05:06:20'), 
(2,'2020-12-04 05:07:12'), 
(2,'2020-12-04 05:07:20'), 
(1,'2020-12-04 05:07:25'), 
(1,'2020-12-04 05:07:35'), 
(3,'2020-12-04 05:07:35');

I would like to select all lines where the Batch_Num is different from the previous value including the first one:

+----------+-----------------------+
| BatchNum |      Change_Time      |
+----------+-----------------------+
|        1 | '2020-12-04 05:06:12' |
|        2 | '2020-12-04 05:06:20' |
|        1 | '2020-12-04 05:07:25' |
|        3 | '2020-12-04 05:07:35' |
+----------+-----------------------+

Is there a keyword maybe to access the previous line to compare the to the current line? Or some other way to compare a line to the line before it?

Answer

This is a kind of gaps-and-islands problem. Islands are adjacent rows that have the same batchnum, and you want the start of each island.

Here, the simplest approach is probably lag():

select *
from (
    select e.*,
        lag(batchnum) over(order by time) lag_batchnum
    from example e
) e
where not lag_batchnum <=> batchnum

Note that this requires MySQL 8.0. In earlier versions, one alternative uses a correlated subquery:

select e.*
from example e
where not batchnum <=> (
    select e1.batchnum
    from example e1
    where e1.time < e.time
    order by e1.time desc
    limit 1
)

Here is a demo on DB Fiddle.