  We propose a novel variant of the algorithm by Simson et al. [R. Simson, E.D.
Sheets, K. Jacobson, Biophys. J. 69, 989 (1995)]. Their algorithm was developed
to detect transient confinement zones in experimental single particle tracking
trajectories of diffusing membrane proteins or lipids. We show that our
algorithm is able to detect confinement in a wider class of confining potential
shapes than Simson et al.'s one. Furthermore it enables to detect not only
temporary confinement but also jumps between confinement zones. Jumps are
predicted by membrane skeleton fence and picket models. In the case of
experimental trajectories of $\mu$-opioid receptors, which belong to the family
of G-protein-coupled receptors involved in a signal transduction pathway, this
algorithm confirms that confinement cannot be explained solely by rigid fences.
