import pandas as pd
df = pd.DataFrame({'TIME':['0','0','0','1','2','2','4'],
'CATEGORY':['a','b','c','b','b','a','b'],
'VALUE':[0,1,0,0,5,0,4]})
aa = df.groupby(['CATEGORY'])['VALUE'].diff(1)
df = df.loc[df.groupby(['CATEGORY'])['VALUE'].diff(1)!=0]