First you have to interpolate x depending on y. Next, you have to do the interpolation separately for each of the discontinuous segments. Since the function has discontinuities after every 5 data points, we don't have to figure out the discontinuities but interpolated every set of 5 points separately (the xi_end, yi_end denote the last data point of the previous segment to plot the horizontal lines):
ind0 = 1:5; xi_end = NaN; yi_end= NaN;
for i = 1:numel(y)/numel(ind0)
ind = ind0 + 5*(i-1);
yi = linspace(y(ind(1)), y(ind(end)));
xi = interp1(y(ind), x(ind), yi, 'spline');
plot([xi_end xi], [yi_end yi])
hold on
xi_end = xi(end);
yi_end = yi(end);
end
