Yes. If you know what you are doing. But that means you need to learn about how to use piecewise functions. You need to learn about ideas like splines. Learn how to enforce continuity, which will depend on the exact functional form of those segments.
So, yes, it is certainly possible. But the caveat is, you need to understand the mathematics of tools like splines, the mathematics of modeling, as well as a sufficient knowledge of MATLAB.
If not, well you can certainly take only the data in some region, use it to fit one function, then independently, fit another function in a separate region, assuming you have sufficient data. But if you want the segments to be continuous or even differentiable? Well, then you need to learn how to solve that problem. This is classically done all the time in a variety of ways using splines. So do some reading.
But, no, there is no simple tool that will do all the work and all the thinking for you in ANY language, especially if the functional segments are fully generally nonlinear, etc.
