A method for analysis of time-series data, local proportional scaling (LPS), is proposed and its applications in motor control and biomechanics are discussed. The method is based on comparison of two time curves: a reference curve x(t) and a test curve x'(t'). By assumption, x'(t') is received from x(t) by local affine transformations, local extensions/compressions along the x and t axes [x(t)→x'(t'), where → stands for the local extensions/compressions along the x and t axes]. The aim of the LPS method is to discover the underlying transformations, including gain indexes, time epochs, velocity quotients, time segments, and time quotients. The LPS method can be used for (a) comparing the time-series curves in a concise transparent manner; (b) scaling the curves, bringing x'(t') in conformity with x(t); (c) automatic segmentation of the time series data; and (d) data classification.