demo, PostgreSQL - rextester

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--PostgreSQL 9.6
--'\\' is a delimiter

DROP TABLE IF EXISTS test;
CREATE TABLE test (mobile_id int, state varchar, time timestamp, region varchar);

INSERT INTO test (mobile_id, state, time, region ) VALUES
(1, 'active', TIMESTAMP '2018-08-09 15:00:00', 'EU'),  
(1, 'active', TIMESTAMP '2018-08-09 16:00:00', 'EU'),
(1, 'no_signal', TIMESTAMP '2018-08-09 17:00:00', 'EU'),
(1, 'no_signal', TIMESTAMP '2018-08-09 18:00:00', 'EU'),
(1, 'no_signal', TIMESTAMP '2018-08-09 19:00:00', 'EU'),
(1, 'active', TIMESTAMP '2018-08-09 20:00:00', 'EU'),
(1, 'inactive', TIMESTAMP '2018-08-09 21:00:00', 'EU'),
(1, 'active', TIMESTAMP '2018-08-09 22:00:00', 'EU'),
(1, 'active', TIMESTAMP '2018-08-09 23:00:00', 'EU'),
(2, 'active', TIMESTAMP '2018-08-10 00:00:00', 'EU'),
(2, 'no_signal', TIMESTAMP '2018-08-10 01:00:00', 'EU'),
(2, 'active', TIMESTAMP '2018-08-10 02:00:00', 'EU'),
(2, 'no_signal', TIMESTAMP '2018-08-10 03:00:00', 'EU'),
(2, 'no_signal', TIMESTAMP '2018-08-10 04:00:00', 'EU'),
(2, 'no_signal', TIMESTAMP '2018-08-10 05:00:00', 'EU'),
(2, 'no_signal', TIMESTAMP '2018-08-10 06:00:00', 'EU'),
(3, 'active', TIMESTAMP '2018-08-10 07:00:00', 'SA'),
(3, 'active', TIMESTAMP '2018-08-10 08:00:00', 'SA'),
(3, 'no_signal', TIMESTAMP '2018-08-10 09:00:00', 'SA'),
(3, 'no_signal', TIMESTAMP '2018-08-10 10:00:00', 'SA'),
(3, 'inactive', TIMESTAMP '2018-08-10 11:00:00', 'SA'),
(3, 'inactive', TIMESTAMP '2018-08-10 12:00:00', 'SA'),
(3, 'no_signal', TIMESTAMP '2018-08-10 13:00:00', 'SA');

WITH cte1 AS (
    SELECT *, ROW_NUMBER() OVER (ORDER BY time) rn1
    FROM test
),
cte2 AS (
    SELECT *, ROW_NUMBER() OVER (PARTITION BY mobile_id ORDER BY time) rn2
    FROM test
    WHERE state = 'no_signal'
),
cte3 AS (
    SELECT t1.*, t2.rn2
    FROM cte1 t1
    LEFT JOIN cte2 t2
        ON t1.mobile_id = t2.mobile_id AND t1.time = t2.time
    WHERE t1.state = 'no_signal'
)

SELECT
    mobile_id,
    MIN(time) AS start_time,
    MAX(time) AS end_time,
    EXTRACT(epoch FROM MAX(time::timestamp) - MIN(time::timestamp)) / 60 diff_time,
    region
FROM cte3
GROUP BY
    mobile_id,
    region,
    (rn1 - rn2)
ORDER BY
    mobile_id,
    start_time;


absolute service time: 0,43 sec