'Connect lines in plot

I have a plot with the numbers 1-9 on the y axis. I have a data frame (gaze data) with numbers in this range over time. ex: 333337777772221115556668888

        plt.figure()
        plt.plot(gazedata['time'],gazedata['roi'], linestyle='solid',color='blue')
        plt.show()

Whenever the number occurs a line is plotted. I would like to connect the lines. How can I do this? In the picture I added what I need in red.

matplotlib

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'Connect lines in plot

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